Support Board
Date/Time: Fri, 01 Nov 2024 00:31:04 +0000
BidSize AskSize on 1 trade chart
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| [2020-02-24 16:36:47] |
| User624750 - Posts: 27 |
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Hello I have: chart - 1 trade + BID_ASK_TRADE_SYNC mode and Studies - Bid Ask Price, Bid Volume, Ask Volume As far as I understand the data for this chart are recorded from Time & Sales. Each bar on this chart corresponds to one T&S record. T&S also contains Best Bid Size and Best Ask Size for each record. Problem: I need to see Best Bid Size and Best Ask Size for each bar of this chart! How can I do it using Standart Study? How can I do it using ACSIL? Is Best Bid Size and Best Ask Size recorded to file like Bid Ask Price, Bid Volume, Ask Volume? If it is not, is it possible to add this data? Thanks in advance |
| [2020-02-25 16:07:57] |
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This is not possible because the bid size and ask size are not recorded in the Intraday data file but you could use the Market Depth Historical Graph study to see these values: Market Depth Historical Graph 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2020-02-25 16:08:16
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