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Date/Time: Mon, 25 Nov 2024 02:00:58 +0000



Post From: Market Depth Historical values VS DOM values

[2024-04-18 20:55:53]
John - SC Support - Posts: 36238
The discrepancy you are seeing is because you are using a "Trade and Current Quote Symbol" and you must have the option for "Use as Trade Only Symbol" set to "No". Therefore the Market Depth you are seeing in the DOM is from F.US.MESM24 whereas the Historical Market Depth data is from F.US.ESM24.

As noted above, the solution is to set the option for "Chart >> Chart Settings >> Symbol >> Use as Trade Only Symbol" to "Yes" in order to have the primary symbol's Market Depth show.

There is not a way to have the Historical Market Depth show the data for the "Trade and Current Quote Symbol", in case you were wanting to do this.

Refer to the following:
Chart Settings: Use as Trade Only Symbol (Chart >> Chart Settings >> Symbol >> Symbol menu)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing