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Date/Time: Fri, 03 May 2024 20:15:27 +0000

Post From: MBO's Significance - Understanding Behavior

[2023-06-02 14:09:33] Link To Thread - Link To Post [Go To First Post]
John - SC Support - Posts: 31360
Refer to the following: Market By Order Data: Adjusting Minimum Quantity to Display for Market by Order Data The significance of the above section is that the minimum order size you will see is 3. Therefore, there are a lot of orders of size 1 and 2 that are not displayed. It is these that are getting filled that you are not seeing. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing