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Direct MessagesDate/Time: Thu, 16 May 2024 19:13:11 +0000
Post From: "Last" price is appearing outside the Bid/Ask spread on chart
| [2015-09-19 04:08:43] |
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We still see the same thing even with our own processing of the CME FIX Multicast market data feed: http://www.sierrachart.com/image.php?l=1442635604394.png While we do not want to speculate on the reason, most likely there is a good reason why we see this. When there is a market order taking out many levels of the bid or ask depth, the new best bid and ask are not transmitted until all of those trades are transmitted first. So this is the result that you get. The CME should know this. So why is it that we can give me an answer which is probably correct, and they cannot answer it? Does not make any sense. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-09-19 04:15:10
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