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Date/Time: Tue, 26 Nov 2024 18:35:55 +0000



Market Depth is 1

View Count: 200

[2023-11-20 00:44:25]
Thanthou - Posts: 2
I cannot seem to fix the issue of seeing the full market depth. When I load a replay, I can see the full market depth, as it is probably using the marketdpethfiles .DEPTH
But in real time, I cannot see full market depth. I accessed the SCSFExport scsf_DepthOfMarketData(SCStudyInterfaceRef sc) and put a sample output in a txt file. As you can see, the bid/ask depth beyond the first case are
all 0. Any help would be appreciated.
imagesierra_market_depth.PNG / V - Attached On 2023-11-20 00:35:25 UTC - Size: 319.54 KB - 58 views
[2023-11-20 01:14:42]
Sierra_Chart Engineering - Posts: 17182
You need to activate the Exchange fee that includes market depth data:
Real-Time Exchange Data Feeds Available From Sierra Chart: Adding Support for CME Market Depth Data
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

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