Support Board
Date/Time: Mon, 03 Mar 2025 10:31:19 +0000
Post From: Market by Order data
| [2021-06-03 18:29:25] |
| Chad - Posts: 234 |
|
Hi SCE, in post #9 of your thread 'Upcoming Data Plans 2, New Exchange' you provided a screenshot of the DOM with MBO lists for VIX futs ("...the CBOE Volatility Index futures with market depth and market by order data: http://www.sierrachart.com/image.php?Image=1622532189143.png) If I sum the quantities in the list of integers for nearest bid, nearest ask, 2nd bid, etc, and compare to the respective total qty shown at its price level in the 'standard' display, they don't equal. For example, price level 20.65's MBO list sums to 48, whereas the 'standard' total lots is shown as 52. My question is: What am I missing? Was this screenshot just from a rough proof-of-concept test, and not intended to be accurate for the time being? Date Time Of Last Edit: 2021-06-03 18:33:27
|