Support Board
Date/Time: Sat, 17 Jan 2026 00:21:05 +0000
Accessing Live Data
View Count: 28
| [2026-01-16 19:42:43] |
| cmack1011 - Posts: 176 |
|
I have built a study that needs to pull/have access to live volume-at-price data so that it can derive values such as Ask-Bid volume at Price, Delta-At-Price, Delta High, Delta Low, Total volume at price, etc. Can you tell me which study is best for this purpose? Numbers bar? Numbers Bar calculated values? The study may be able to internally compute things like "Max/Min Delta" so it may only need the raw data, but for other values, like "Finish Delta%", it may need the value already computed (candle bar totals will not be enough, needs to be "at-price" level data) . Thx!
Date Time Of Last Edit: 2026-01-16 19:45:59
|
| [2026-01-16 20:02:41] |
| Sierra_Chart Engineering - Posts: 22419 |
|
Assuming you are creating an ACSIL custom study: Advanced Custom Study Interface and Language (ACSIL) You then need to use the Volume at Price data: ACSIL Interface Members - Variables and Arrays: sc.VolumeAtPriceForBars 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 Date Time Of Last Edit: 2026-01-16 20:04:01
|
| [2026-01-16 20:04:14] |
| Sierra_Chart Engineering - Posts: 22419 |
|
Post above has been updated with the correct link.
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 |
| [2026-01-16 23:13:40] |
| cmack1011 - Posts: 176 |
|
Thank you. This should work for most values. However, since Finish Delta and Finish Delta% require intra-bar recency data (ie. If the Ask Volume Bid Volume Difference High was more recently increased as compared to the Ask Volume Bid Volume Difference Low being more recently decreased, then Finish AskVol BidVol Diff equals the Ask Volume Bid Volume Difference for the bar minus the Ask Volume Bid Volume Difference High for the bar.) which is not provided by sc.VolumeAtPriceForBars, how do you suggest the study access these values?
Date Time Of Last Edit: 2026-01-16 23:22:19
|
To post a message in this thread, you need to log in with your Sierra Chart account: