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Date/Time: Sat, 04 May 2024 14:00:14 +0000

Post From: market depth cannot be limited to 10

[2019-12-23 19:11:13] Link To Thread - Link To Post [Go To First Post]
T44 - Posts: 363
It is possible for the SC data feed to receive all levels (or at least the first 50 prices or so) so that the Position In Queue is more accurate, but turn the display of the additional levels (say beyond the first 10) off in the DOM? (edit - or is the position in queue taken from TT/the exchange for CME group products now? I believe MDP 3 supports showing the actual queue position. Not sure on ICE or Eurex.) It seems that setting 50 in Real-Time Exchange Data Feeds Available From Sierra Chart: Controlling Number of Market Depth Levels and 10 in Chart Settings: Maximum Market Depth Levels (Chart >> Chart Settings >> Market Depth menu) would work, but wanted to double check and also clarify any likely performance impact. Date Time Of Last Edit: 2019-12-23 19:31:29