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Date/Time: Thu, 28 Nov 2024 05:45:23 +0000



Post From: MBO's Significance - Understanding Behavior

[2023-06-02 14:09:33]
John - SC Support - Posts: 36350
Refer to the following:
Market By Order Data: Adjusting Minimum Quantity to Display for Market by Order Data

The significance of the above section is that the minimum order size you will see is 3. Therefore, there are a lot of orders of size 1 and 2 that are not displayed. It is these that are getting filled that you are not seeing.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing