Support Board
Date/Time: Sat, 23 May 2026 12:19:55 +0000
Volume Dots and Zooming compatibilites
View Count: 24807
| [2026-02-01 11:54:13] |
| more - Posts: 154 |
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Could you implement a tool like Bookmap? Bookmap shows the full market depth and live order flow in a single view. You have the Liquidity Heatmap, but you don't have the Volume Bubbles with the precision of those of Bookmap, and the ability to see everything together in a single view. And others advanced tools such as Iceberg, Stop Run, and Liquidity Tracker allow you to analyze aggressive pressure and hidden liquidity. Thanks
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| [2026-02-01 15:13:06] |
| Profile Trader - Posts: 182 |
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None of these options are possible using SC with there Denali Data Feed. They have chosen to filter out orders, Not offer replace size, replace price, original timestamp etc (all the info that makes MBO data valuable) from CMEs matching engine. Which is the whole point to subscribing to MBO as a data feed. IF or When SC decides to offer a true MBO data feed Like Rithmic these features could be programmed and implemented. It would be an major upgrade to SC but I've requested it and hoped for it for close to 5 yrs and it hasn't happened. Maybe a new found interest will arise. Doug Date Time Of Last Edit: 2026-02-01 15:14:12
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| [2026-02-17 15:22:55] |
| Sierra_Chart Engineering - Posts: 23835 |
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Refer to the latest updates in version 2883 for the Large Volume Trade Indicator study: https://www.sierrachart.com/index.php?page=doc/Whats_New.php#SCVer2883 We do not understand this because this is already supported: Bookmap shows the full market depth and live order flow in a single view.
This is definitely not true: you don't have the Volume Bubbles with the precision of those of Bookmap
The Large Volume Trade Indicator Study, is 100% precise. It always has been. It cannot be any other way. The Large Volume Trade Indicator study can be used with the Market Depth Historical Graph study. So everything you want is already supported. Always has been. 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 Date Time Of Last Edit: 2026-02-17 15:27:12
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| [2026-02-19 05:45:33] |
| Profile Trader - Posts: 182 |
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Respectfully SC this is 100% false. You have chosen to filter the data you provide. You can not have a complete picture of any VOLUME based product you offer without ALL the orders. A grave majority of icebergs start out as 1 lot orders. unless something has changed you don't offer 1 lot orders.(please correct me if I am wrong) BM bubble will swell and get larger and larger on an iceberg. Without you offering ALL of the orderbook from the exchange engine no indicator in SC will represent a complete picture on the market. If you need me to grep a complete data file from a true/complete MBO data feed to support this or provide additional information let me know. Doug |
| [2026-02-19 06:59:40] |
| Sierra_Chart Engineering - Posts: 23835 |
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Large Volume Trade Indicator does not use market by order (MBO) data at all. You are talking about something completely unrelated. It is fully related to the study. Large Volume Trade Indicator is based on actual traded volume. And there is no filtering. This is fact. There never has been any filtering. Although within the study, users can control the Minimum threshold level for trades to include. Going back to the original post, what was/is being looked for is combining Volume at the price levels into a single price level when there is visual overlapping. This is currently supported by increasing the Tick Size of the chart. But it does not happen automatically. We will need to look into that. You can not have a complete picture of any VOLUME based product you offer without ALL the orders. You make you make reference to "Volume". Volume is specifically a term for traded volume. Unexecuted orders, have quantities. They are not part of volume. There is no volume filtering ever ever within Sierra Chart or any data feed provided by Sierra Chart. There has never been any volume filtering. Never.
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 Date Time Of Last Edit: 2026-02-19 07:03:15
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| [2026-02-19 16:06:26] |
| Profile Trader - Posts: 182 |
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I stand corrected then....... If you are advising that even though you don't send an order out(via filtering) you represent said order IF it executes? I assume you represent it by only the aggressor order that fills the no existent order(based on filtering) resting in the book... |
| [2026-02-19 18:58:47] |
| Sierra_Chart Engineering - Posts: 23835 |
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Regarding post #105, really this is going into a level of detail beyond how the market data feed from the CME works. Market by order (MBO) data is completely separate from the trade data provided from the CME. The two are completely separate categories of data. One has no dependency on the other. The CME simply provides what is called a summary trade when a trade occurs. There are not any order details about that trade other than whether the buyer or seller was the aggressor. Trailing that summary, is all the individual order quantities that are part of that trade. From the summary trade, Sierra Chart reports multiple trades, each one equaling the quantity of these individual orders. This data described in this paragraph is not Market by Order data. Market by Order data from the exchange is completely separate messages. Completely separate. There is even a completely separate snapshot feed for market by order data. The Large Volume Trade Indicator study really is only going to be more effective, if this option is set to Yes: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) At this point the only thing that we see we need to add the Large Volume Trade Indicator study, after the most recent changes and additions, is automatic combining of the volume data at the price levels. So they do not overlap. We will see about that. 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 Date Time Of Last Edit: 2026-02-21 23:57:10
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| [2026-02-21 05:55:42] |
| Sierra_Chart Engineering - Posts: 23835 |
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For the Large Volume Trade Indicator study we have started work on dynamic on-the-fly combining of price levels, to combine the displayed volume together to prevent overlap. This dynamically changes as you zoom in and out, and scroll the chart. We should have this done we expect by the end of next week. 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 |
| [2026-02-21 05:57:48] |
| Sierra_Chart Engineering - Posts: 23835 |
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We are looking into this: Volume Dots and Zooming compatibilites | Post: 249643 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 |
| [2026-02-22 21:10:25] |
| Sierra_Chart Engineering - Posts: 23835 |
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A thorough implementation of what is requested here will be added to the next release,: You will be able to control the rectangle or circle height and width, and also the color orientation, whether it is horizontal or vertical, and the ratio of colors. 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 |
| [2026-02-28 07:57:30] |
| Sierra_Chart Engineering - Posts: 23835 |
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Refer to the latest updates here in version 2887: https://www.sierrachart.com/index.php?page=doc/Whats_New.php#SCVer2887 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 |
| [2026-02-28 08:07:00] |
| Sierra_Chart Engineering - Posts: 23835 |
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yes, that would be amazing to have delta volume (ask - bid diagonal difference)
This is supported, and there also now this new Draw Mode:"Based on Total Ask Bid Volume Above Threshold - Diagonal Difference Dominant" 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 |
| [2026-03-01 19:46:14] |
| Sierra_Chart Engineering - Posts: 23835 |
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One more thing that we are going to add is a new marker style, for when Bid Volume and Ask Volume are both displayed at a price level, to have it be a single Rectangle or Circle, and use two different colors. Each color representing the percentage that the Bid Volume or Ask Volume is of the total.
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 |
| [2026-03-03 07:39:50] |
| User75949 - Posts: 142 |
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can't wait for the new marker style, it will be a really major imbrovement for OF Traders and short term trader generally. Tks
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| [2026-03-05 15:33:53] |
| Sierra_Chart Engineering - Posts: 23835 |
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We are working on this: One more thing that we are going to add is a new marker style, for when Bid Volume and Ask Volume are both displayed at a price level, to have it be a single Rectangle or Circle, and use two different colors. Each color representing the percentage that the Bid Volume or Ask Volume is of the total.
This already is effectively the case when using this draw mode: "Based on Total Ask Bid Volume Above Threshold - Diagonal Difference" Since there are already two rectangles drawn, side-by-side with different colors. We are looking at implementing it for: "Based on Total Ask Bid Volume Above Threshold - Difference" But in most cases, the second color for the least dominant side is not noticeable due to it being a small percentage. 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 Date Time Of Last Edit: 2026-03-05 15:34:48
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| [2026-03-06 08:40:09] |
| User75949 - Posts: 142 |
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so you mean that is already possible to show a marker eg. a circle splitted in bid/ask? to me on the last pre-release if I put "Based on Total Ask Bid Volume Above Threshold - Diagonal Difference" it still shows a full circle, colored with the dominant side (bid or ask) do I miss some other setting? if I also set "Automatic Combining of Price Levels for Markers" doesn't change anyting Moreover: We are looking at implementing it for:
"Based on Total Ask Bid Volume Above Threshold - Difference" But in most cases, the second color for the least dominant side is not noticeable due to it being a small percentage. In this case, being the difference it is normal that there is just one color, bid or ask. The splitting (on circle or square) has to be displayed only when there is "total volume" and the dot (circle) should be splitted-colored in eg. blue and red regards R. |
| [2026-03-25 11:54:50] |
| more - Posts: 154 |
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Hello, I have a request for another simple modification of the large volume trade indicator. That the text is only visible for volumes above a certain number. (This only applies to the text, regardless of the volume dots.) Many thanks.
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| [2026-03-28 00:42:18] |
| Sierra_Chart Engineering - Posts: 23835 |
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We have implemented this new Draw Mode: Based on Total Ask Bid Volume Above Threshold - Difference Split Bid/Ask Coloring However, it only works with the square marker. Not circle. We have to see about how to draw a partial circle. This is not something we have done before. It might seem simple but it is not. And we will also see about implementing this for the diagonal difference. Currently there are two circles or two squares. We will work on this: Hello, I have a request for another simple modification of the large volume trade indicator. That the text is only visible for volumes above a certain number. (This only applies to the text, regardless of the volume dots.) Many 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 Date Time Of Last Edit: 2026-03-28 00:42:28
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| [2026-03-28 01:51:27] |
| Sierra_Chart Engineering - Posts: 23835 |
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This is out in version 2894: We have implemented this new Draw Mode:
Based on Total Ask Bid Volume Above Threshold - Difference Split Bid/Ask Coloring 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 |
| [2026-03-30 16:21:16] |
| User75949 - Posts: 142 |
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This is out in version 2894:
We have implemented this new Draw Mode: Based on Total Ask Bid Volume Above Threshold - Difference Split Bid/Ask Coloring it is not working even on square drawing, and it is correct, if there is "difference" it is entirely red or blue (or watever color you chose for bid ask) It shout be set on "Based on Total Ask Bid Volume Above Threshold - Split Bid/Ask" When the total volume is displied than it can be splitted in bid and ask, but if there is difference only one will prevale... Please set the feature "Split Bid/Ask" on Total volume not on "Difference" Tks Regards R. |
| [2026-03-30 17:59:05] |
| more - Posts: 154 |
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if there is "difference" it is entirely red or blue (or watever color you chose for bid ask)
It shout be set on "Based on Total Ask Bid Volume Above Threshold - Split Bid/Ask" When the total volume is displied than it can be splitted in bid and ask, but if there is difference only one will prevale... In Bookmap it is set that way |
| [2026-03-30 19:57:02] |
| User75949 - Posts: 142 |
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I know that when you want to show the delta volume it is set in "difference", but here we want to make a buble similar to that one made by Jigsaw Daytradr, Total Volume splitted in bid & ask. If you want to show the delta there is nothing to split, the result of the difference is either red or blue... and we already have it in Sierra |
| [2026-03-31 17:46:45] |
| Sierra_Chart Engineering - Posts: 23835 |
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We understand. We will work on all of this. Including supporting the split draw style for circles.
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 |
| [2026-04-01 02:07:07] |
| blt - Posts: 181 |
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... to: SC Engineering In post #106 you stated: The Large Volume Trade Indicator study really is only going to be more effective, if this option is set to Yes:
Please be so kind and explain: "more effective" !? My take: Toggling yes/no will bring two different readings that are used differently-it perfectly works pending your preference (yes/no) It can't get more effective than that Please show me what's wrong with my take Thank you |
| [2026-04-01 15:17:48] |
| John - SC Support - Posts: 46260 |
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The statement of "more effective" was in relation to what a particular person wanted. In this case, they were wanting combined data, so setting the combining to "Yes" is more effective for their purposes. It is not "more effective" in general. It depends on what you want to see and how you want to view it. If combining the records makes more sense for you, then you should use that option. Otherwise, don't. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-04-01 23:50:37] |
| Sierra_Chart Engineering - Posts: 23835 |
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This new Draw Mode will be out in the next release: Based on Total Ask Bid Volume Above Threshold - Split Coloring (This is supported with both circles and squares). And this new Input: Do Not Display Text with Volume Values Less Than 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 Date Time Of Last Edit: 2026-04-01 23:51:12
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