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Date/Time: Tue, 16 Apr 2024 04:40:26 +0000



Post From: Numbers in red tape on DOM completely off

[2022-12-13 16:57:44]
John - SC Support - Posts: 30870
Our Forex data does not include Market Depth data. As you will see in the Buy/Sell columns from your image, you only have 1 level of depth showing and it is always a value of 1.

We assume that the "inner" columns are then "Recent Bid/Ask Volumes", which are getting populated by the movement of the price and the trades at those prices.

To get a better idea of how the Market Depth works, use the ES symbol (ESH23-CME). You have access to the Delayed Streaming Data for the CME Group data, which also includes the Market Depth. The delayed streaming data acts like real-time data, only it is delayed by 10 minutes and is available at no cost.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing