Support Board
Date/Time: Sat, 23 Nov 2024 17:05:08 +0000
[User Discussion] - Market Depth
View Count: 164
| [2024-08-07 20:40:36] |
| User131975 - Posts: 78 |
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Hi, I trade the MES and use the Market Depth CME from Sierrachart. I have noticed that there are always these large orders that are always pulled along and stay about 15-20 ticks away. I also use a heatmap but these large orders ruin it because I always only see these large orders which are never tested because they always follow the buy order as well as the sell order Is this an error in the data feed or is there something else I need to set? |
 Screenshot 2024-08-07 223805.png / V - Attached On 2024-08-07 20:38:42 UTC - Size: 78.72 KB - 46 views |
| [2024-08-07 21:46:04] |
| John - SC Support - Posts: 36238 |
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This is the real data. This is why there are options in the "Market Depth Historical Graph" for "Highest Quantity for Coloring", so you can filter out items like that. Refer to the following: Market Depth Historical Graph: Value Type for Highest Quantity for Coloring For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-08-07 21:49:58] |
| User131975 - Posts: 78 |
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Oh okay thank you. So this is really completely normal ? I never saw this before (I come from the stock market)
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| [2024-08-07 21:59:36] |
| User131975 - Posts: 78 |
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Bc it doesn’t look like manipulating bud I saw this now the last two days and Iam completely confused
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