Support Board
Date/Time: Sat, 01 Feb 2025 18:48:58 +0000
Post From: 1957 pull stack question ?
| [2019-07-25 18:27:24] |
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You are using CQG, the way this is calculated is the only reasonable way the calculation can be done with CQG. There has been a change with this. The change is that with CQG the calculations for pulling and stacking on a market depth update are done after all of the depth updates are processed in a batch as they are given from the data feed rather than after each one because the updates will create an invalid order book until they are all fully processed in a batch. This is the only correct way to do this. Otherwise it can cause quantity imbalances between the bid and ask side until they are all done. If you want an accurate calculation, asssuming the CQG one is not accurate, you must use this data feed: Denali Exchange Data Feed We cannot provide further help in regards to this with CQG data. We do not provide this technical help any longer for external data feeds like CQG. 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: 2019-07-25 18:40:44
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