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Direct MessagesDate/Time: Sat, 20 Apr 2024 01:44:00 +0000
Low maximum depth for certain markets
View Count: 458
| [2022-05-24 20:42:07] |
| voided - Posts: 45 |
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I'm using the Denali feed with MBO, and while most markets display data for a large number of price levels, some do not. For example, ZM and ZL (CBOT), calendar spreads on CL (NYMEX), etc. only show 10 levels of depth. I assume this is not an error, and this is as many levels as the exchange supports for these products. (I have "Maximum Market Depth Levels" set to "0" for all products). Is this assumption correct? If not, is there any reference to see how many levels the exchange supports, so I can know whether the limitation is on Sierra Chart's side? |
| [2022-05-25 20:39:16] |
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We have to set up market by order data for these symbols to show and all of the available depth levels. We will do that.
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: 2022-05-25 20:39:25
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| [2022-05-26 02:28:25] |
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This has been done and will go into effect, over the weekend. We have set up extended market depth for ZM and ZL.
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: 2022-05-26 10:27:47
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| [2022-06-02 06:59:50] |
| voided - Posts: 45 |
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Hello again, Thanks for your efforts. However, I still only see 10 levels for ZL and ZM. Are you sure the change went into effect? |
| [2022-06-21 04:21:12] |
| voided - Posts: 45 |
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I now see full depth for ZL and ZM. Thank you! Is 10 the maximum for exchange traded spreads (e.g. calendar spreads such as CLN22-CLQ22 and so on)? |
| [2022-07-07 12:37:26] |
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We have to check on exchange traded spreads regarding full market depth.
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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