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Direct MessagesDate/Time: Sun, 28 Apr 2024 04:54:11 +0000
Post From: I noticed today the order book now has the implied book added.
| [2021-03-24 18:47:48] |
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Why do I see implied orders in the bid and ask?
The market by order data does not change of the existing market depth data. as the CME says you must for correct inside prices? The CME does not say that this must be done. And the CME documentation is not some kind of word of God. It does have errors and omissions.If it made sense that this needs to be done they would do it themselves. The very fact that the data is separated (Standard and implied market depth data), shows that they do not want the true limit order book being affected by implied orders. 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: 2021-03-24 18:48:43
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