Support Board
Date/Time: Fri, 30 Oct 2026 10:16:54 +0000
Post From: FESX market depth discrepancy outside the day’s high/low range
| [2026-10-30 08:17:38] |
| User197029 - Posts: 74 |
|
Hi, I am seeing persistent discrepancies in FESX December 2026 bid/offer quantities between Sierra Chart and NinjaTrader. After investigating further, the issue seems to affect bids below the current day’s low and offers above the current day’s high. The attached screenshots show many matching offer quantities, for example 204 at 6186 and 220 at 6185. However, bids further down differ substantially: Sierra Chart shows 43 at 6163 versus 171 in NinjaTrader, and 25 at 6162 versus 264. The screenshots were taken a few seconds apart, but I am consistently observing this pattern. Could a setting in Sierra Chart cause market depth outside the day’s traded range to display differently? I have not changed any settings, and this previously worked correctly. I am not assuming this is related to the separately reported packet loss issue. I would appreciate help identifying the cause and advice on which settings or diagnostics to check. Thanks |
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