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Date/Time: Mon, 29 Apr 2024 13:19:41 +0000



[Locked] - Trades Executed at Bid/Ask

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[2013-05-29 16:07:35]
c734xu - Posts: 5
Hi. I'm using Number Bars and was wondering if there is a way to display the volume of contracts traded either at the bid or the ask? I see the cumulative volume but am looking for the specific number so I can see whether 14 traded at the bid or 1400.

Thank you.
Date Time Of Last Edit: 2013-05-29 16:23:55
[2013-05-29 20:32:10]
Sierra Chart Engineering - Posts: 104368
This is supported.

You need to set the Column # Numbers Bars Text input to Bid Volume x Ask Volume:
http://www.sierrachart.com/index.php?l=doc/doc_NumbersBars.php#TextTypes

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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-05-29 20:52:52]
c734xu - Posts: 5
Thank you for your help. I actually have that set but isn't the data (Bid Volume x Ask Volume) cumulative? What I'm looking for is to be able to see that maybe the bid/ask shows 201 x 220 but that 30 more contracts sold into the bid (making it 231) and then 40 into the offer (making it 260) and then 300 into the bid again without having to remember what the number was previously.

I hope this makes sense.

http://www.sierrachart.com/image.php?l=1369861071944.png

Date Time Of Last Edit: 2013-05-29 20:58:26
[2013-05-29 21:25:37]
Sierra Chart Engineering - Posts: 104368
It is not clear what you are looking for. It does not sound like this study has what you are looking for. The documentation explains everything that we currently offer in the Numbers Bars V2 study.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-05-30 12:20:50]
c734xu - Posts: 5
I'm just looking for a way to see how many contracts have traded at the bid/ask independent of a cumulative number; just like Jigsaw Trading's DOM does.

I saw in another post someone asking about using Jigsaw with SC and it sounded like it would be a welcomed addition. If the Number Bar study provided this last bit of information, it would be just as effective as Jigsaw Trading's DOM, providing SC customers with even more value.

I'm not a programmer by any means and don't understand what data comes through the various feeds so I don't know how involved this would be, but it's clear SC has some talented and passionate people working hard and to me (I could be wrong) it just seems like this one little addition to the study might not be too hard and would be a huge win for SC and it's customers.

I hope this clarifies what I'm looking for and hopefully it isn't too hard to add if it's not currently available. Or, SC can eventually work something out with Peter Davies and Jigsaw.

Thanks again for your reply.

Actually, after further thought, the information is already there because it's used to calculate the bid/ask volume so I wouldn't think it would be difficult (again, not a programmer) to just list the information separately.
Date Time Of Last Edit: 2013-05-30 13:52:52
[2013-05-30 20:47:48]
Sierra Chart Engineering - Posts: 104368
We are still not completely clear what you need.

In a Numbers Bars, when you see a price level that says 100x120 when you have set the Text Type to Bid Volume x Ask Volume then this indicates there is a volume of 100 that traded at the bid price or lower and a volume of 120 that traded at the ask price or higher, at that price level during the timeframe of the chart bar.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-05-30 20:49:51]
Sierra Chart Engineering - Posts: 104368
Have you also looked at the Pullback Column:
http://www.sierrachart.com/index.php?l=doc/doc_NumbersBars.php#PullbackColumn
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-05-31 05:25:08]
c734xu - Posts: 5
I'll take a look at the Pullback Column but to be more clear, take a look at the attached picture. Just to the right of the white arrow cursor is the number 3326; that's the current volume of contracts traded at the bid, not cumulative. To the far left of the cursor you'll see 5066 which is the total cumulative volume traded at that price. Let's say price moved back up to 1497.75 and then back down to 1497.00; that 3326 would change to however many contracts just traded again, let's say 125. Then, the 5066 would changed to 5191 because it's cumulative but the 3326 is not cumulative but rather the current volume traded at the bid. The blue numbers to the right of the red numbers are the current volume traded at the offer.

I hope this helps. Since a picture is worth 1,000 words you might want to take a few seconds to look at this video. You can see what I'm talking about by looking at 20:25 and 24:05.

http://www.youtube.com/watch?v=ZaFVYXHsw9E


Date Time Of Last Edit: 2013-05-31 13:38:49
image5-30-2013 11-11-04 PM.png / V - Attached On 2013-05-31 05:21:39 UTC - Size: 173.32 KB - 679 views
[2013-06-03 22:17:07]
Sierra Chart Engineering - Posts: 104368
OK, this really is not related to Numbers Bars because the way that data is stored and presented is different.

What you are looking for is on the Trade DOM, the amount of bid volume and ask volume for each price level where the market traded at a price and stayed there. When the market goes back to that price, these bid volume and ask volume numbers reset to 0.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-06-03 22:22:58]
Sierra Chart Engineering - Posts: 104368
We will see about adding this. This probably is not really too difficult to do.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-06-03 23:49:51]
ejtrader - Posts: 688
SC Team - +1 on this - this would be an useful feature to have.

Thanks
[2013-06-04 11:40:14]
c734xu - Posts: 5
Awesome! Thanks for your patience and for sticking with me on this. I know what you come up with will be the bomb.
[2013-06-04 18:55:20]
joshtrader - Posts: 439
+1
[2013-06-05 07:20:07]
iwahc57 - Posts: 6
+1
[2013-06-05 07:36:15]
Carl71 - Posts: 125
+1
[2013-06-05 19:32:11]
Pablik33 - Posts: 1
+1
[2013-06-08 12:14:23]
Carl71 - Posts: 125
when will it be available?
[2013-06-10 08:02:00]
Sierra Chart Engineering - Posts: 104368
Hopefully, within 30 days.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-07-20 15:36:52]
Carl71 - Posts: 125
Is there any progress regarding this feature?

This enhancement is very important
[2013-07-22 11:46:01]
Carl71 - Posts: 125
Please do reply....

Thanks
Date Time Of Last Edit: 2013-07-22 11:46:42
[2013-07-22 22:02:13]
Sierra Chart Engineering - Posts: 104368
We have not been able to start on this yet. It probably will be another 60 days.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-08-07 22:38:28]
Sierra Chart Engineering - Posts: 104368
This feature is now available. From release notes:
New Chart/Trade DOM columns: Recent Bid Volume and Recent Ask Volume. These new columns will show the Bid Volume and Ask Volume for each price level where the market traded at before moving to a new price. When the market goes back to a prior price level, the Bid Volume and Ask Volume are reset.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-08-08 03:43:25]
joshtrader - Posts: 439
Awesome--how do I change the color from green and red?
[2013-08-08 04:17:35]
Sierra Chart Engineering - Posts: 104368
This is done through Global Settings >> Graphics Settings.


Text colors are currently using the Chart/Trade DOM Profit Loss Up/Down colors.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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