Login Page - Create Account

Support Board


Date/Time: Fri, 24 Jan 2025 11:25:06 +0000



Trading DOM can't limit Market Depth quantity

View Count: 1257

[2019-01-10 19:43:31]
seandunaway - Posts: 308
I'm unable to get the market depth chart settings to apply properly.

I'm trying to only have the inside bid and ask quantity, e.g. 1 level of depth both sides. All 10 levels show regardless of the setting. I'm using CQG.

Also, can SC show only 1 level of depth without requesting market depth updates? Isn't the inside bid and ask quantity part of level 1 data?


Why?: I'm trying to have price ladders for a dozen symbols *for order entry only*. I have market data using other programs. I'd like to limit bandwidth and processing, especially around bursty news events. I've been using the ladders without any quantities fine, but having the inside bid and ask quantities would be helpful at time of entry, for managing slippage, if wouldn't incur any performance penalties.
Date Time Of Last Edit: 2019-01-10 19:53:54
[2019-01-11 06:39:54]
Sierra Chart Engineering - Posts: 104368
Support for what you want is going to be coming with the Sierra Chart Exchange Data Feed:
Sierra Chart Exchange Data Feed

Not with CQG.

Right now just use this option:
Chart Settings: Maximum Market Depth Levels (Chart >> Chart Settings >> Market Depth menu)

Or you could just use the Sierra Chart Exchange Data Feed right now and then do not subscribe to the CME Group exchange fee that provides market depth data. This would be the best solution right now and gives you what you want.
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: 2019-01-11 06:41:18

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account