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Date/Time: Mon, 16 Sep 2024 19:13:39 +0000



Post From: Issues with the Sierra Charts DOM and Data feed 11 or 12

[2024-07-09 19:54:35]
John - SC Support - Posts: 34451
We can not make comparisons to other systems as we can not say how they do things.

The Market Depth data is what is given to us by the exchange. There is no special "calculation" to it. Keep in mind that in either case, what you are seeing is a snapshot at that moment, so it would not be unusual for there to be small differences just due to how each system handles the timing of the updates.

With regards to the Recent Bid/Ask Volumes, we can only point you to what this represents in our system, which is defined here:
Global Trade Settings Windows: Recent Bid Volume - Left/Center/Right Aligned
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing