Support Board
Date/Time: Mon, 08 Dec 2025 15:24:25 +0000
[Programming Help] - Market Depth Data during recalculation
View Count: 30
| [2025-12-08 07:36:38] |
| rinofarina - Posts: 9 |
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Hello, I'm interested in developing an indicator based on Market Depth data. Using the s_sc functions Get(Bid/Ask)MarketDepthEntryAtLevel work perfectly well during realtime chart updates and replay. But, my interest is in properly updating my study during recalculation/reload, in a similar manner to the Bid & Ask Depth Bars study. I've looked and looked and can't seem to find a good answer. The only one that I've found and tried is to load the market depth data from historical data files on disk. Then "stream" the records during recalculation. This is very computationally expensive and slow, especially on higher time frames. Bid & Ask Depth Bars study seems to do it very well, and my question is how can I do the same in my study? Thanks! |
| [2025-12-08 14:46:20] |
| Sierra_Chart Engineering - Posts: 21719 |
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So you want to be able to access historical market depth data in the custom 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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