Support Board

Date/Time: Sat, 21 Sep 2024 01:04:08 +0000

Post From: Market Depth Question

[2023-01-20 17:29:13] Link To Thread - Link To Post [Go To First Post]
John - SC Support - Posts: 34605
The difference between the exchange options is that one includes the Market Depth data (the one that states "with Market Depth") and the other does not. Therefore, right now, you are not getting the full market depth, just the Best Bid and Ask (1 single market depth value). To use the Market Depth Historical Graph correctly, you need to have the Market Depth data. Therefore, we recommend you change your exchange selection to either add the individual exchanges that include Market Depth (such as the "CME with Market Depth" and/or the "NYMEX with Market Depth") if you just need one or two exchanges with the Market Depth. Or, if you need at least 3 of the 4 (or all 4) of the CME Group exchanges, then you would want to replace your current exchange option for the "Full CME Group with Market Depth". For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing