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sep 19- 40 levels of market depth is now available for YMZ18, GCZ18 when using the Sierra Chart Exchange Data Feed on one of the serv
sep 21- We have now released 40 levels of market depth for symbol ESZ18, with the Sierra Chart Exchange Data Feed, on one of the servers.
The amount of depth available can be limited by the exchange/feed/platform.
But it's all nonsense. In an age of co-location and nanosecond reaction times, what exactly would seeing depth 39 levels out do for you?
I ask you this as a trader AND a platform provider that can give you depth hundreds of levels out.
It'd just mental masturbation.
Anything 2 or 3 levels out is at risk of being hit. There is significance in that.
Outside that it's just the hedgers limits that could be considered 'real'. If real, the market can still chew through them and move on. Even then, you only know how real a level is when you get close.
It's a tough game.
This is not the answer IMO.
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