Support Board
Date/Time: Thu, 28 Nov 2024 22:27:59 +0000
Post From: Market Depth Overwritten With Market Orders Traded
| [2023-03-31 20:52:05] |
| John - SC Support - Posts: 36350 |
|
but the limit bid/offers column(far right) is showing a 434 (Limit order)at price 4116.75 and a 274 limit order at 4117.50. These were not limit orders but large volume traded at these levels.
What makes you say this? The 274 and 434 are showing as blue color variations (bid limit orders) should not lie in-between where the offers in (red) are. The limit orders above (offers) should be shades of red whilst the bids below in shades of blue. I get that the limits orders move up and down depending on price but I checked on the DOM and at that time there was no 274 and 434 limit offers resting on the book. What is strange is that the DOM was showing 434 and 274 as market trades not limit orders.
To begin with, the Market Depth Historical Graph can show Bids in the Ask area and Asks in the Bid Area. It just depends on which one happens to have the larger value at that time and at that price. It is somewhat rare, but it can occur. Refer to paragraph 4 of the following: Market Depth Historical Graph: Block Coloring Logic Next, what column were you viewing that had these numbers in them? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |