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Date/Time: Sat, 27 Jul 2024 01:52:56 +0000

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Market Depth Window

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[2023-08-20 14:20:03] #1 [Go To First Post]
User135370 - Posts: 160
Hi Sierra On the Market Depth Window what is Bid Orders and Ask Orders? I can't find documentation for this? Is this linked to MBO? Image attached


Bid and Ask Orders .png / V - Attached On 2023-08-20 14:19:47 UTC - Size: 19.78 KB - 74 views

[2023-08-21 02:47:57] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 15584
Those are the actual number of orders at each price level. 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-08-22 03:41:08] #3 [Go To First Post]
User135370 - Posts: 160
Thank you, apologies for being dim but its still not clear, is there documentation on this? It is the actual orders on the bid and ask so then what is the quantity?

[2023-08-22 12:35:21] #4 [Go To First Post]
Sierra_Chart Engineering - Posts: 15584
So you see both the total order quantity among all of the Limit orders and then there are the number of Limit orders. At a particular price level if there is 1 order with a quantity of 10, the total order quantity will be 10 but the number of orders will be 1. 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-08-22 15:39:02] #5 [Go To First Post]
John - SC Support - Posts: 33316
Information on the nomenclature can be found here: Sierra Chart Nomenclature For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

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