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Date/Time: Sun, 28 Apr 2024 04:33:09 +0000



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

[2019-12-18 04:12:32]
Sierra_Chart Engineering - Posts: 14111
In response to post #3, we understand what you are saying. Could you please post your comments here about this:
bids offers closes to price on market depth historical graph

It is hard for us to make this an option. Either we just have to take it out which is no problem or we just have to leave it.

However, can you tell us what symbol you are referring to and at what time and time zone. This is what we currently see for ZBH20 (refer to attachment).

The top is the standard order book and the bottom is the implied depth. The implied depth adds very little at this time. Below 20%. And certainly not 500%.

Update: We see that you are mentioning ultra bonds (UB). Yes we do see what you mean in that case. Our example is with ZB which is different. However, we are not seeing up 500% difference. More like 200% at one level.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2019-12-18 04:17:36
imageZBH20 order book 2019-12-17_201019.png / V - Attached On 2019-12-18 04:11:41 UTC - Size: 19.14 KB - 470 views