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Date/Time: Thu, 22 May 2025 23:30:14 +0000



Custom studies advise

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[2023-09-26 18:56:16]
User887126 - Posts: 88
Hi SC team,

What is the best way to get a subgraph of how many orders are cancelling on bid and offer side?

Ex: There are 200lot inside bid for NQ at 10:00am and at the next time increment, it is only 150. i want to be able to output the quantity of the cancelled orders (50 in this particular example) and send it to my custom study.

please advise.
[2023-09-26 20:18:23]
John - SC Support - Posts: 39996
There are no studies that contain the information for changes in the Market Depth. You would either need to keep track of this yourself, or look at the Pulling/Stacking information within your custom study. Refer to the following:
ACSIL Interface Members - Functions: sc.GetBidMarketDepthStackPullValueAtPrice()
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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