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Direct MessagesDate/Time: Mon, 13 May 2024 06:21:47 +0000
T&S - TotalBidDepth & TotalAskDepth - Clarification needed
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| [2015-12-07 04:48:22] |
| ejtrader - Posts: 688 |
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SC Team - Wondering if the following 2 fields are supposed to be populated or have any purpose (was expecting the Total Depth during live market - but they seem to be '0' ). SCTimeAndSalesArray::TotalBidDepth SCTimeAndSalesArray::TotalAskDepth Thanks |
| [2015-12-08 07:07:13] |
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Refer to the documentation about this here: http://www.sierrachart.com/index.php?page=doc/doc_ACSIL_Members_Functions.html#TotalBidAskDepthData Also in the very latest release, we made some improvements relating to the setting of these fields. Now all of the depth levels are included, the best bid size and ask size are used if market depth is not available, and there is an efficiency improvement. 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 |
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