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Direct MessagesDate/Time: Sat, 18 May 2024 06:01:46 +0000
[User Discussion] - Market depth question
View Count: 785
| [2020-12-18 17:18:32] |
| User921987 - Posts: 234 |
|
1. I'm using the CQG WebAPI Data/Trade Service. 2. I've set the "Global Settings >> Data/Trade Service Settings >> SC Server Settings >> Max Depth Levels" to 10 3. I've set the "Global Settings >> Symbol Settings >> F.US.EP?## >> Number of Depth Levels to Subscribe" to 10 4. At this point I will still receive all the 400 market depth levels for the EPH21 in the "Chart >> Open Market Depth Window" !! 5. Then If I set "Chart Settings >> Advanced Settings 3 >> Maximum Market Depth Levels" to 10 I start to see only 10 levels which is as expected. Now while I am seeing only 10 levels of market depth in the chart and market depth windows does this really mean that I'm now subscribed and receiving only 10 levels of depth (not 400) ? btw. "File >> Disconnect" and "File >> Connect data feed" is done between each step. |
| [2020-12-18 17:47:14] |
| John - SC Support - Posts: 31704 |
|
You are still receiving however many levels of Market Depth CQG is sending. You are just limiting the display of the data to 10 levels through the setting in Step #5 above. Refer to the information for this setting here: Chart Settings: Maximum Market Depth Levels (Chart >> Chart Settings >> Market Depth menu) The first two options you mention (#2 and #3) are only for the Sierra Chart data feeds. They do not have any impact on the CQG data feed. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-12-18 18:06:59] |
| User921987 - Posts: 234 |
|
Ok I understand. So it's not possible to limit the number of subscribed depth levels while using CQG. Thanks. |
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