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Date/Time: Thu, 18 Apr 2024 19:43:07 +0000

Market Depth Question

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[2023-01-20 16:48:14] #1 [Go To First Post]
User146848 - Posts: 120
Greetings, Whats the difference between my current activated data service and "Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for non-professional Trading accounts" ? I ask because i dont know if i also need to use "Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for non-professional Trading accounts" to make use of the service package 11. Right now i use the market depth study but not sure if it works correctly. Thx Date Time Of Last Edit: 2023-01-20 16:48:34
1x Thank you

[2023-01-20 17:29:13] #2 [Go To First Post]
John - SC Support - Posts: 30947
The difference between the exchange options is that one includes the Market Depth data (the one that states "with Market Depth") and the other does not. Therefore, right now, you are not getting the full market depth, just the Best Bid and Ask (1 single market depth value). To use the Market Depth Historical Graph correctly, you need to have the Market Depth data. Therefore, we recommend you change your exchange selection to either add the individual exchanges that include Market Depth (such as the "CME with Market Depth" and/or the "NYMEX with Market Depth") if you just need one or two exchanges with the Market Depth. Or, if you need at least 3 of the 4 (or all 4) of the CME Group exchanges, then you would want to replace your current exchange option for the "Full CME Group with Market Depth". For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing
1x Thank you

[2023-01-20 17:53:08] #3 [Go To First Post]
User146848 - Posts: 120
Thx... Why does the Market depth study still kinda work though? See attached img.
1x Thank you
Market Depth with no Market Depth data Subscription.jpg / V - Attached On 2023-01-20 17:53:01 UTC - Size: 217.42 KB - 57 views

[2023-01-20 18:32:50] #4 [Go To First Post]
John - SC Support - Posts: 30947
For the core information you are seeing within the bars, this would be due to the fact that you are getting 1 level of data, so there is something to show. But honestly, we can not determine why you are showing data outside of the bar range. Please select File >> Open Market Depth Window and tell us how many levels of Market Depth data you are seeing. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing
1x Thank you

[2023-01-20 18:43:30] #5 [Go To First Post]
User146848 - Posts: 120
Thats Exactly why i asked...its more than just best Bid/Ask but its not really working...i have also downloaded historical Market depth and at some point all the show liquidity disapears from some point in time going forward until i download again.
1x Thank you
File Market Depth Window.jpg / V - Attached On 2023-01-20 18:43:20 UTC - Size: 36.81 KB - 54 views

[2023-01-20 21:53:57] #6 [Go To First Post]
John - SC Support - Posts: 30947
Interesting - we did not know that you could download the historical Market Depth data without being subscribed to it. But it makes sense that you can do it, as the Market Depth data is allowed with the Delayed Streaming data, so you are not really getting anything more than what you can with the delayed data. This certainly explains why you have so much data in your chart. But you are definitely not getting the full market depth in real-time, which is why you say it "disappears" until you download again. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing
1x Thank you

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