Support Board
Date/Time: Thu, 28 Nov 2024 22:32:58 +0000
Confirming CME Book Depth and pulling/stacking details
View Count: 363
| [2023-03-28 23:47:51] |
| Rickty - Posts: 35 |
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A few questions: (1) To confirm: CME broadcasts - and SC makes available - depth of book out to 100 levels on each side of the book? Even though most trading ladders show only 10? I can see 100 in the DOM but it is not always clear it is updating. That said, I don't expect there will always be updates deeper in the book, but between 10ms update frequency in SC, and sync settings, it is sometimes difficult to verify updates are occuring (2) Is pulling/stacking updated with each new data sample/bar? Asked differently, is there any reason that pulling/stacking would not be updated out to 100 levels, even if changes occurred? |
| [2023-03-29 17:40:44] |
| John - SC Support - Posts: 36350 |
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To be complete, we offer 1400 levels of data. If you are only getting 100, then you would have to have limited this somewhere in the settings. If you want to see more, then refer to the following: File Menu: Not Receiving the Full Number of Market Depth Levels That said, here are the answers to your questions: 1) The data is always updating at the rate set by the Chart Update Interval. 2) The pulling/stacking is also updating per the Chart Update Interval, and covers the entire range of the Market Depth data that is shown. 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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