Support Board
Date/Time: Sun, 11 Jan 2026 09:32:33 +0000
MBO price level indicator
View Count: 115
| [2025-11-23 20:39:04] |
| User937068 - Posts: 36 |
|
Hi Is there a way to mark on the chart the following situations: 1. when one order was placed at a price level. 1 order of 10 contracts 2. when multiple orders was placed at same price level. 5 orders of 2 contracts. I want a way to differentiate between a big order and multiple smaller orders with with same number of contracts. if this is possible will require to have the SierraChart 12 package? |
| [2025-11-24 17:02:21] |
| John - SC Support - Posts: 43903 |
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To get this kind of information you would need to be on Package 12 and have an exchange active that includes the "Market Depth" data, so you can get the Market by Order data. Then, you would need to create a custom study that looks at the Market by Order data for what you want. Refer to the following for a start: ACSIL Interface Members - Functions: sc.GetBidMarketDepthEntryAtLevel ACSIL Interface Members - Functions: sc.GetBidMarketLimitOrdersForPrice() You can use the "sc.GetBidMarketDepthEntryAtLevel()" to get the number of orders that make up the Market Depth at a particular price level. So you can use this to find a level with just a single order. Keep in mind that Sierra Chart does not send the information for Market by Orders that are values of 1 or 2. So you will not be able to see all the Market Orders in the Market by Order data for a particular price level. 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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