Support Board
Date/Time: Mon, 05 Oct 2026 14:25:40 +0000
Numbers Above and Below Bid Pulling/Stack Column in Trading DOM
View Count: 1445
| [2025-12-17 18:29:42] |
| BA_Trades - Posts: 22 |
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Could someone please explain how to interpret the "Add Trade Volume to Pulling Stacking Value For Price" setting to me? I found this in the references but its just not clicking for me "When this option is set to Yes then when a trade occurs at a price level that trade quantity is reflected in the Bid/Ask Pulling/Stacking quantity at that level." |
| [2025-12-17 18:56:02] |
| John - SC Support - Posts: 48101 |
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The Pulling/Stacking data shows changes in the limit orders that exist at that price level at that time. So if the limit orders add up to 100, and someone removes a limit order for a quantity of 10, you will see a Pulling/Stacking showing "-10". By default, this includes actual trades that occur, as these are changing the size of the limit orders at that price. So if the limit orders at a price are 100, and a trade occurs for a quantity of 10, then the Pulling/Stacking would show "-10" (again). If you set that option to "No", then when a trade occurs at that price, the Pulling/Stacking will not reflect this. So if the limit orders at a price are 100, and a trade occurs for a quantity of 10, then the Pulling/Stacking would show "0" (or blank). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-12-17 19:53:26] |
| BA_Trades - Posts: 22 |
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Thanks John, that makes a lot of sense. So just to be sure I have this right, if the option is at NO, it would only show limit orders that were actually pulled, rather than traded through?
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| [2025-12-17 21:01:52] |
| John - SC Support - Posts: 48101 |
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Correct.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-09-19 14:39:19] |
| Xeoh85 - Posts: 10 |
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Hi John. Can you please clarify and confirm this. Specifically, above you said: If you set that option to "No", then when a trade occurs at that price, the Pulling/Stacking will not reflect this. So if the limit orders at a price are 100, and a trade occurs for a quantity of 10, then the Pulling/Stacking would show "0" (or blank).
Your answer appears to conflict with Sierra Chart's documentation on this, which provides the following example: The initial value for a pulling/stacking value is 0.
If the current bid quantity at a price level is 100 and then it drops to 50, then the Bid/Ask Market Depth pulling/stacking value at that price level will be changed by -50. When there is a trade at that price level, the trade volume is added to this market depth quantity change. This calculation is done for all price levels which have market depth data. For example, if the Bid Quantity at price 100.0 is 50 and the quantity goes down to 40, then this is a reduction of 10 which will adjust the current Pulling and Stacking value down by 10. And then if there is a trade of 5, this will increase the current Pulling and Stacking value by 5 giving an overall change of the Pulling and Stacking value of -5. The reason for this last adjustment is that the reduction of the buy limit orders (Bid Quantity) from 50 to 40, was in part related to a trade of quantity 5, not actual pulling of limit orders. Global Trade Settings Windows: Add Trade Volume to Pulling Stacking Value For Price (Global Settings >> Chart DOM Settings >> Other >> Other Settings) The above example would reflect the following functionality: 1. If the setting for "Add Trade Volume To Pulling Stacking Value For Price" is set to "NO," then ALL changes in bid/ask quantity affect the pull/stack calculation, even changes that resulted from trade volume. 2. If the setting is set to "Yes," then trade volume is added back to (1), thus yielding a pulling/stacking number that only reflects changes in bid/ask quantity that resulted from pulling or stacking. We need clarification as to which of the above is correct, so that we know what the "Yes" and "No" settings are actually doing. Thanks. EDIT/UPDATE: I ran a custom study to log pullstack numbers on a chart replay, once with the setting "YES" and again with the setting "No." It confirms that the above functionality is indeed what is happening. For example, if depth falls from 50 to 40 and 5 contracts traded at that price, the adjustment is −10 with NO, versus −5 with YES. It would be great to get official confirmation from Sierra Chart though. Thanks. Date Time Of Last Edit: 2026-09-19 16:13:25
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| [2026-09-22 13:10:53] |
| Sierra_Chart Engineering - Posts: 25060 |
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Yes of course this is correct: EDIT/UPDATE: I ran a custom study to log pullstack numbers on a chart replay, once with the setting "YES" and again with the setting "No." It confirms that the above functionality is indeed what is happening. For example, if depth falls from 50 to 40 and 5 contracts traded at that price, the adjustment is −10 with NO, versus −5 with YES. It would be great to get official confirmation from Sierra Chart though. Thanks. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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