Support Board
Date/Time: Tue, 01 Jul 2025 07:08:12 +0000
Current Bid/Ask volume graph superimposed on a volume profile
View Count: 24
| [2025-06-30 18:31:06] |
| cmack1011 - Posts: 124 |
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Is it possible to have a graph of "Current Bid/Ask Size" volume bars superimposed on a volume profile (traded volume graph)? I know we can obtain a graph of "Current Bid/Ask Size" volume bars in the DOM, but can we apply that on top of a volume profile? Thx!
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| [2025-06-30 19:23:50] |
| John - SC Support - Posts: 40676 |
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The "Current Traded Bid/Ask" columns represent the actual traded data at each price level from whenever those columns were reset. There is not a direct way to display the Volume Bars from those columns onto a chart. You can accomplish nearly the same result by adding two "Volume by Price" studies to your chart with one set to calculate based on Bid volume and the other on Ask volume. You can then reset these using the "Volume by Price Reset Button" study. You can even set both profiles to reset using the same control bar button. The only issue with the above is that you will see a difference in the data between the Volume by Price profiles and the Current Traded Bid/Ask Volume columns due to two things: 1) There is not a way to reset both at exactly the same time (without creating a custom study). 2) the Volume by Price study builds data based on the bar, so when you reset the profiles, they will rebuild using the full data from the current bar. This is different from the columns in the DOM which start accumulating from the moment they are reset. You can mitigate this some by using a smaller bar period. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-06-30 20:17:57] |
| cmack1011 - Posts: 124 |
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Thank you. Just to be sure we are talking about the same data sets: My "current bid/ask size" I am referring to is the passive orders sitting on the book and not the "Current Traded Bid/Ask Volume"? I assume there is no way to superimpose the passive order book onto a volume profile of traded volume?
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| [2025-06-30 21:38:46] |
| John - SC Support - Posts: 40676 |
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You can superimpose the values using the Market Depth Historical Graph study, but there is not a way to get a profile of that data in the chart.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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