Support Board
Date/Time: Tue, 09 Sep 2025 19:55:31 +0000
Post From: Market depth calculation logic.
| [2024-12-16 03:38:39] |
| Sierra_Chart Engineering - Posts: 20852 |
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Only when that market depth price level is no longer in existence: 1) Does the price level's running count ever get reset (other than when it is traded through of course)? Should not matter either way since the quantity values should not change from the snapshot: 2) While regenerating the p/s using .depth file, should I skip the snapshot part that's emitted every 10mins?
We would recommend yes.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-12-16 03:39:12
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