Support Board
Date/Time: Mon, 16 Jun 2025 01:09:06 +0000
Market by Price (stacking order) in DOM
View Count: 354
| [2025-05-06 15:26:49] |
| Misanirina - Posts: 47 |
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hi, I use SC with teton Order routing and i would like to have Market by Price (MBP) to see aggregated volumes in the DOM (ex: 7500 contracts). Currently my DOM show me individual order (50-250 for ES). Thnaks |
| [2025-05-06 18:54:47] |
| Sierra_Chart Engineering - Posts: 19924 |
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We are not understanding this. Are you referring to market depth data and the market depth quantities?
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 |
| [2025-05-06 22:15:54] |
| Misanirina - Posts: 47 |
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I use Sierra Chart with Teton Order Routing and Denali to trade ES futures. I have the Denali subscription with CME Market Depth (Level 2) activated, but my DOM shows individual limit orders (50-250 contracts, MBO) instead of aggregated volumes (Market by Price, MBP) in Bid Volume/Ask Volume. I’ve set ‘Subscribe to Market by Order Data’ to No in Data/Trade Service Settings and set ‘Market Depth Levels’ to 10 in Chart Settings. How can I enable MBP to see aggregated volumes (ex. 7 500 contracts on a single line)?”
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| [2025-05-07 21:12:38] |
| Misanirina - Posts: 47 |
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Market depth quantities
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| [2025-05-08 12:27:36] |
| Sierra_Chart Engineering - Posts: 19924 |
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You are able to combine multiple market depth quantity levels, with this Chart Setting: Chart Settings: Market Depth Combine Increment in Ticks (Chart >> Chart Settings >> Market Depth menu) 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 Date Time Of Last Edit: 2025-05-08 12:28:35
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| [2025-05-09 17:38:32] |
| John - SC Support - Posts: 40422 |
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What you are stating is completely incorrect. You are NOT seeing an individual order in the Market Depth columns on the DOM. What you are seeing is the total of the limit orders at that price. This has nothing to do with Market Depth versus Market by Order data. So when you see a number like "75" in the Buy/Bid Sell/Ask column, it is the aggregated value of the limit orders at that price level. Just so you are aware, if you want to see the individual orders that make up that total, then you would need to view the Market by Order data. Refer to the following: Market By Order Data 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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