Support Board
Date/Time: Sat, 10 May 2025 12:44:41 +0000
Stacking/Pulling data to spreadsheet
View Count: 2269
| [2018-02-27 13:58:05] |
| User104854 - Posts: 457 |
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Is it possible to add this data to the depth of market data study so that it can be output to a spreadsheet? I've talked with 2 programmers in an attempt to get it done on my own and they both referred me back to you. It seems like it would be pretty straight forward. Also please let me know if there is already a way to do this. I've looked but don't see anything. Thanks.
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| [2018-02-28 21:48:17] |
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We will see about this.
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| [2018-03-01 02:32:42] |
| User20450 - Posts: 330 |
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we have 3 algos running this , very easy to do with depth data , make sure bar data with ohlc or u will not get full data on just close
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 2018-02-28_21h31_24.png / V - Attached On 2018-03-01 02:32:27 UTC - Size: 59.48 KB - 881 views |
| [2018-03-01 03:03:11] |
| User104854 - Posts: 457 |
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Oh cool. But on the depth of market data study there are only 4 subgraphs listed for bid size and value and ask size and value. So......how do I go about doing this? Thank you for the reply.
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| [2018-03-01 03:14:10] |
| User20450 - Posts: 330 |
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bid ask depth bars or time and sales depth
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| [2018-03-01 03:36:06] |
| User104854 - Posts: 457 |
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Ok. It looks like there are a few steps to get to what you have in your screenshot but I'll check it out and play around with it. Appreciate the help.
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| [2018-03-02 02:31:24] |
| User104854 - Posts: 457 |
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Alright I'm waving the white flag. I've gone through this and cannot figure out how to get the data to stacking and pulling like you have it. Can you offer any further assistance with this? Is it possible to get a copy? We can work something out if you like. Otherwise, hopefully Sierra will add it. I really appreciate you getting back to me I just can't figure it out. I can give you an email address to possibly discuss this outside the support room. Thanks again.
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| [2018-03-05 23:34:34] |
| User104854 - Posts: 457 |
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So I had someone put this together for me. When it runs live it pulls the stacking and pulling data to a spreadsheet. Great. It does not work during replay however. Are you able to use yours during replay and is there some sort of special setting needed?
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