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Date/Time: Sat, 08 Feb 2025 03:17:04 +0000



Post From: Is s_MarketDepthEntry population based upon data feed?

[2020-06-22 20:43:10]
Sierra Chart Engineering - Posts: 104368
This is a simple structure with three members and the only one question would be this one:
uint32_t NumOrders;

First, only Sierra Chart provided data feeds would set this. And this is exchange specific. This is supported with the CME Group of exchanges. Not sure about the others at this point.

Our upcoming EUREX data feed offering will set this variable and provide full market depth beyond 20 levels. It is not set with the EUREX data currently provided with the Sierra Chart Exchange Data Feed.
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: 2020-06-22 20:43:38