Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Thu, 02 May 2024 18:29:17 +0000
Is s_MarketDepthEntry population based upon data feed?
View Count: 529
| [2020-06-22 17:53:47] |
| binaryduke - Posts: 360 |
|
I have noticed that not all members of s_MarketDepthEntry are populated depending upon the selected (futures) data feed. Please could you advise a definitive list of which data feeds populate all of the structure's members?
|
| [2020-06-22 20:43:10] |
| |
|
This is a simple structure with three members and the only one question would be this one: uint32_t NumOrders; First, only Sierra Chart provided data feeds would set this. And this is exchange specific. This is supported with the CME Group of exchanges. Not sure about the others at this point. Our upcoming EUREX data feed offering will set this variable and provide full market depth beyond 20 levels. It is not set with the EUREX data currently provided with the Sierra Chart Exchange Data Feed. 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: 2020-06-22 20:43:38
|
To post a message in this thread, you need to log in with your Sierra Chart account: