Support Board

Date/Time: Sun, 28 Apr 2024 13:18:29 +0000

Post From: I noticed today the order book now has the implied book added.

[2019-12-18 03:45:47] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Do not treat that language from the CME as if it is the word of God because it is not. Implied depth are not real orders, and there is no guarantee, that that generated depth, will result in executions, as those orders move to the best bid and ask price due to the price relationship between the legs of the spreads and the spread orders. If it made sense for implied depth to be included, the CME would do it themselves. It makes no sense to exclude it if it is actually meant to be part of the standard order book. Implied depth is primarily useful for non-front month contracts. 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: 2019-12-18 03:46:56