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I got this to work with Zen-Fire (which I do not use), but couldn't find a way with CTS. I will check with Sierra Chart support. If this works out, it will be nice assuming the update frequency is high enough. Thanks for the information, I hadn't noticed Sierra Chart had added this feature.
All right, I did get it to work with CTS data. Again, thanks for pointing that out. It would be interesting to know the data source, but apparently they are not willing to divulge that information. I will compare Sierra Chart's implementation with IQFeed to get a feel for the accuracy.