Support Board
Date/Time: Mon, 20 Apr 2026 01:40:14 +0000
Post From: MARKET DEPTH LEVEL
| [2026-03-16 22:02:59] |
| John - SC Support - Posts: 45686 |
|
1) and time and sales too ? (price, size, volume, time, bid ask, total size)
Sort of. The actual time and sales records are not available. But that data is part of every trade, so you can create a 1 tick chart and therefore see the equivalent of the Time and Sales for a symbol going back as far as there is historical data available. 2) what is the difference beetween historical market depth and market depth data?
Nothing really. Just "historical market depth" is market depth that is not the current flowing depth data. It has been stored off to be accessed later. It is the same concept as real-time data and historical data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |