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Date/Time: Wed, 05 Mar 2025 18:05:58 +0000



Post From: Orderbook data

[2022-01-09 21:09:47]
Sierra Chart Engineering - Posts: 104368
You need to process the market depth update records, in the order in which they exist in the market depth data file.

It sounds like there was a deletion of all the levels and and they were re-added. We are not sure why that is the case. It is going to be dependent on the information from the source 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