Support Board

Date/Time: Mon, 16 Jun 2025 09:02:52 +0000

Post From: Market by Price (stacking order) in DOM

[2025-05-06 22:15:54] Link To Thread - Link To Post [Go To First Post]
Misanirina - Posts: 47
I use Sierra Chart with Teton Order Routing and Denali to trade ES futures. I have the Denali subscription with CME Market Depth (Level 2) activated, but my DOM shows individual limit orders (50-250 contracts, MBO) instead of aggregated volumes (Market by Price, MBP) in Bid Volume/Ask Volume. I’ve set ‘Subscribe to Market by Order Data’ to No in Data/Trade Service Settings and set ‘Market Depth Levels’ to 10 in Chart Settings. How can I enable MBP to see aggregated volumes (ex. 7 500 contracts on a single line)?”