Support Board
Date/Time: Fri, 31 Oct 2025 06:11:49 +0000
Imbalance
View Count: 51
| [2025-10-30 15:24:46] |
| User248055 - Posts: 3 |
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Hi there, I'm new with Sierra and wondering if this software has an Imbalance column or anything pertaining to data Overflow besides pulling/stocking? Thank you. |
| [2025-10-30 15:35:11] |
| John - SC Support - Posts: 42683 |
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We are not certain exactly what you are looking for, but refer to the following: Volume at Price Threshold Alert V2: Highlight Multiple Adjacent Bid or Ask Dominant Prices (Stacked Imbalance) Numbers Bars: Display Ask/Bid Imbalance For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-10-30 18:35:02] |
| User248055 - Posts: 3 |
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Thank you. Is it possible to have this Stacked Imbalance's using the DOM rather then the chart? Thx |
| [2025-10-30 19:41:36] |
| John - SC Support - Posts: 42683 |
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The Stacked Imbalance's are related to the actual traded data, so it is not something that is available in the DOM. What exactly are you looking for in the DOM? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-10-30 20:15:07] |
| User248055 - Posts: 3 |
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I understand that the Stacked Imbalance's are related to the actual traded data, so are Current Traded Bid/Ask/Total Volume that are available on Trade DOM Columns, right? So, I thought there could be a DOM's column related to the Stacked Imbalance, or any other Imbalances I've use used with Quantower or JigSaw systems using strictly the DOM, since I hate charts & never used them. Anyway, I also see MBO availability on the DOM with the higher package, which is fine. Q: Is MBO required also to be signed up with a Level2 Data, or could be used with Level1? Thank you |
| [2025-10-30 20:21:48] |
| John - SC Support - Posts: 42683 |
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so are Current Traded Bid/Ask/Total Volume that are available on Trade DOM Columns, right?
Correct. So, I thought there could be a DOM's column related to the Stacked Imbalance, or any other Imbalances I've use used
with Quantower or JigSaw systems using strictly the DOM, since I hate charts & never used them We have had several requests for a DOM Column to display Ask Volume Bid Volume Difference. If we were to do this, then it could be possible to have some kind of notation in that column based on patterns of the differences (e.g. highlight 3 consecutive negative values that are all less than -100). We have noted this as a Feature Request. We can not say when we would get to any particular request. Q: Is MBO required also to be signed up with a Level2 Data, or could be used with Level1?
You do need the Level 2 data, and you need to get the data from our Denali Exchange Data Feed (we do not support MBO information with any other data service). Therefore, you would need to activate an exchange that has "...with Market Depth" in the title. 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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