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Date/Time: Fri, 24 Jan 2025 11:35:39 +0000



Post From: Trading DOM can't limit Market Depth quantity

[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