Support Board
Date/Time: Sat, 12 Jul 2025 13:56:15 +0000
data download question
View Count: 36
| [2025-07-10 15:32:07] |
| coachted - Posts: 436 |
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i run a 3000 volume numbers bar chart, is there a way to get volume at price date for each numbers bar downloaded int0 a csv file....for example the numbers bar price is from 100-105...basically 20 ticks wide...i want to get the data for every price point (tick) of the total traded on the bid and the total volume traded on the offer for each tick in the bar...I dont need each trade i need the total traded at price for each price pooint in the bar...is this possible?
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| [2025-07-10 15:44:16] |
| ForgivingComputers.com - Posts: 1077 |
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You could do this in ACSIL with sc.VolumeAtPriceForBars.
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| [2025-07-10 15:46:15] |
| coachted - Posts: 436 |
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i was hoping it could be done just by download through SC
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| [2025-07-10 19:30:27] |
| John - SC Support - Posts: 40857 |
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The only way to access the underlying Bid/Ask/Total volumes per price using the built-in tools within Sierra Chart is through the following Alert options: Study/Chart Alerts And Scanning: Special Functions Therefore, it is easy enough to get one price point out of the system (use a Spreadsheet Formula study and enter a formula such as "=BVAP(L, 0)" where L is the Low of the bar). But getting all of the data really requires a custom study to access and write out the data. Refer to the following: ACSIL Interface Members - Functions: sc.GetBidMarketDepthEntryAtLevel https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php 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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