Support Board
Date/Time: Sat, 22 Feb 2025 23:33:17 +0000
Post From: CQG order routing and denali
| [2021-01-11 16:05:08] |
| John - SC Support - Posts: 38116 |
|
The Market Depth shows all the standing orders at each price waiting to get filled. It is typically seen on the DOM as the numbers up and down the price ladder, but there is also the Market Depth Historical Graph (https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375#Market_Depth_Historical_Graph) that displays the data historically, in a graphical format. The VWAP and Footprint (Numbers Bars in Sierra Chart) do not use the Market Depth data. These are using the information of trades that have actually occurred. Therefore, if you are using items like VWAP and Footprints (Numbers Bars), then you do not need the Market Depth. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |