Support Board
Date/Time: Wed, 27 Nov 2024 02:22:59 +0000
DOM Depth of Market MBO and Futures Spreads
View Count: 303
| [2023-09-29 04:09:32] |
| topsteplocal - Posts: 47 |
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Hello, I primarily trade spreads across the treasuries yield curve. I find it extremely difficult to not be able to see the market depth, however. Can you not simply combine the Bid of the positive instrument and the Ask (Offer) of the negative instrument? I.e. 2*ZN - ZB: DOM Bids = 2*ZN Bid + 1*ZB offer/ask DOM Offers/ask = 2*ZN offer/ask + 1*ZB Bid Honestly, if you just do the above and give me 10 levels, I would be forever in your debt! I'm not even asking to be able to execute orders on that DOM (though that would be really great!) |
| [2023-09-29 14:47:57] |
| Sierra_Chart Engineering - Posts: 17190 |
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If you want exchange traded spreads those are supported and will give you market depth. Refer to: Real-Time Exchange Data Feeds Available From Sierra Chart: Exchange Traded Spreads 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-29 17:41:05] |
| topsteplocal - Posts: 47 |
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The spreads I trade are not all exchange-traded. That's where my edge is: custom spreads.
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| [2023-09-29 21:35:51] |
| Sierra_Chart Engineering - Posts: 17190 |
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There is no market depth data for nonexchange traded spreads and that is not something Sierra Chart can generate.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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