Support Board
Date/Time: Mon, 28 Sep 2026 17:18:32 +0000
Foot print question
View Count: 31
| [2026-09-28 15:19:25] |
| User922418 - Posts: 37 |
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Hi I am very curious The attached foot print chart does NOT show the big green block trade that occurred My question is, his buy order was not in the DOM. It appeared in my one second chart. If he is buying that many contracts, where is seller in the DOM too??? How does this size order take place when neither of the size ask or bids were in the DOM. Please explain to me. Thanks in advance |
Private File |
| [2026-09-28 16:22:04] |
| John - SC Support - Posts: 48039 |
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We need more specific information on what is being displayed in the chart. What study is the 389 number from? What is the 449 from? One thing we think is that the 389 is from the "Large Order Trade Indicator". A value of 389 does not necessarily mean that there was a single trade for that value. Exactly what it represents depends on how you have the study setup. For example, if you have "Draw Mode" set to "Based On Total Volume Above Threshold", then 389 represents the sum of all trades that occurred that were greater than or equal to the "Volume Threshold". Also, it is possible for orders to be hidden from the Market Depth. Among other methods, these orders could be held client-side and not actually on the exchange. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-09-28 16:48:18] |
| User922418 - Posts: 37 |
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Hey John You and I have spoken on the phone before. You probably don't remember this. You told me your brother-in-law owns SC. Anyway "it is possible for orders to be hidden from the Market Depth. Among other methods, these orders could be held client-side and not actually on the exchange." This is always crossed my mind. So why would the CME do this then? This seems like dark-order or something to prevent others from seeing their cards. So if it is hidden from the rest of us, then SC cant show the order in the book until after it prints? As you can tell from my screengrab post, the green and red lines represent all the orders in the book. And that's a one second chart I posted. |
| [2026-09-28 16:58:15] |
| John - SC Support - Posts: 48039 |
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The particular situation we referenced - a "client-side" order has nothing to do with the exchange. In this case, a person would have their software setup to only submit that order from their computer. It would not be a limit order waiting on the exchange. Although the CME Group did have a way to show a different value for a limit order on the exchange at one point. We had put in the ability to specify this, but somewhere over the last 6 months this changed. I do not know if this was a change with the CME Group, or something we decided. You would have to check with the exchange on this. And, there is also the possibility for someone to enter multiple orders with various quantities that all add up to the actual quantity they want. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-09-28 17:04:47] |
| User922418 - Posts: 37 |
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John Thank you for your reply Appreciate you very much |
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