Support Board
Date/Time: Sat, 28 Mar 2026 02:12:09 +0000
Total Market Depth and Sierra chart spreadsheet
View Count: 138
| [2026-02-08 05:36:47] |
| User920222 - Posts: 13 |
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Hi, If I open any chart for any futures contract, go to the "chart" option and scroll down and click "Open Market Depth Window" and again scroll all the way down I will find "total price, quantity, and ask orders" numbers along with their respective percentages for both the bid and ask. How can I include the "totals" to sierra chart spreadsheet? I am not concerned with the percentages, only with the numbers. Your prompt reply is highly appreciated. Please advice. |
| [2026-02-09 16:53:28] |
| John - SC Support - Posts: 45341 |
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You can get the total of the Bid/Ask market depth values by using the "Bid and Ask Depth Bars" study. You will need two copies, one for the Bid and one for the Ask. In one set the Input for "Calculation Mode" to "Sum Bid Side" and set the other copy to "Sum Ask Side". The Close of each bar gives you the sum at the close of the bar, so the most recent bar gives you the current running total. Refer to the following: Bid & Ask Depth Bars If you want to display this value somewhere, you can use the "Text Display from Study" study. Refer to the following: Text Display For Study For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-25 16:50:25] |
| User920222 - Posts: 13 |
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Thank you for the prompt response. Greatly appreciated. I was able to plot the total quantity for bid and ask using the spreadsheet, which is exactly what I was looking for. I do not see, however, the data for "total number levels" for neither the bid or the ask. Is there an extra step/s I would have to take to source the data and plot it in the spreadsheet or is these data not available for such use. Please advice. |
| [2026-02-25 18:42:37] |
| John - SC Support - Posts: 45341 |
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The number of levels is not information that is made available in any way.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-25 19:09:09] |
| User920222 - Posts: 13 |
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Got it. Thank you.
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