Support Board
Date/Time: Mon, 23 Jun 2025 05:20:47 +0000
Nasdaq stock market depth data consolidation
View Count: 892
| [2022-02-25 18:59:49] |
| User180745 - Posts: 12 |
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Hi For stock like google, for market depth data, I am using tick size of 1.0 This messes up the pending orders.. how to fix it ? I am looking for way to consolidate limit/ask orders as per my my tick size. Please take a look at attached pic. Thanks |
Attachment Deleted. Private File |
| [2022-02-25 21:38:12] |
| John - SC Support - Posts: 40555 |
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What exactly are you wanting to accomplish by changing the Tick Size? We think there is another way to do what it is you are wanting, but we need to understand the underlying desire.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-02-25 21:51:48] |
| User180745 - Posts: 12 |
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Lets say different buyers at respective price as follows Buyers Price 300 @3000.23 200 @3000.48 100 @3000.68 700 @3001.30 200 @3001.76 I want to see ladder as 600 buyers @3000 900 buyers @3001 I am ok with any way as long as it meet my purpose. Date Time Of Last Edit: 2022-02-25 21:52:20
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| [2022-02-25 22:05:53] |
| John - SC Support - Posts: 40555 |
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If you just want to consolidate the Market Depth data, then use the Market Depth Combine Increment in Ticks setting. You should leave the Tick Size alone, as it impacts too many things - as you have seen. So reset the Tick Size back the default of 0.01 and set the Market Depth Combine Increment in Ticks to 100. Refer to the following for more information on the Market Depth Combine Increment in Ticks: Chart Settings: Market Depth Combine Increment in Ticks (Chart >> Chart Settings >> Market Depth menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-03-03 20:35:02] |
| User180745 - Posts: 12 |
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I tried this option and its not working. Is there more settings to do ?
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| [2022-03-03 21:38:59] |
| John - SC Support - Posts: 40555 |
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Did you set your Tick Size back to the default and then change the Combine Increment in Ticks? If so, then how did it not work? Did it not do anything? Can you give us an image showing a before and after (or at least the after of what you are seeing)? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-03-04 20:10:17] |
| User180745 - Posts: 12 |
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Yes. I did Tick Size back to the default and then change the Combine Increment in Ticks to 100 I have attached snapshots. |
Private File Private File Private File |
| [2022-03-04 21:17:14] |
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This may not be relevant but update to the current version of Sierra Chart. And see if that changes anything in this regard.
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 |
| [2022-03-04 22:14:51] |
| John - SC Support - Posts: 40555 |
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The issue at hand in the "After" image is that your scale is too stretched out. You are only showing data from 2619.42 to 2619.90. You need to compress it down so you are seeing the whole numbers.
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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