Are there any resources on the new feature added to NT8, the Depth Chart (for ES)? I've read what's in the help guide, and I am still trying to figure out what I am looking at. How is the summation of bids (asks) performed? For example, if I look at an X-axis value for a price that has not previously traded (e.g. ES 4000), what is being summed up to get a value of 13k ask volume? Let's assume that offers at 4,000 are moved, canceled, resized, etc...is it just summing the values on every change? E.g. if the ask at 4000 is 100, and then increases to 102, is the Depth Chart going to display 202?
Thanks
Comment