Support Board
Date/Time: Mon, 01 Jun 2026 20:13:34 +0000
Big Trade Size
View Count: 22
| [2026-06-01 15:20:18] |
| User739741 - Posts: 1 |
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Hello I use the Large Volume Trade Indicator study. However, this study does not provide complete information for my needs. The only output available is SG1, which simply indicates that a large-volume trade occurred within a candle. What I need to know is at which price level and with what size the large trade occurred within a specific candle. As shown in the attached image, I would like to see details such as a 24-contract bid trade occurring at the price of 4585.50. I would also like to use this information as an input in a custom study that I have written myself. Therefore, I need access to the exact price level and trade size of the large trade, not just a signal indicating that a large-volume trade occurred within the bar. What is the best way to obtain this information in Sierra Chart? Which study or method can provide the exact trade size and price level of the large trade within each candle so that I can access and use it in my custom study? Best Regards |
gh.jpg| [2026-06-01 18:55:35] |
| John - SC Support - Posts: 46396 |
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For what you are wanting, you would need to create your own study to do this by analyzing the "Time and Sales" data. Refer to the following: ACSIL Interface Members - Functions: sc.GetTimeAndSales() 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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