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Date/Time: Sat, 20 Apr 2024 16:08:27 +0000

Post From: Numbers Bars all price levels into spreadsheet

[2017-12-27 18:19:45] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
By using the Sierra Chart Advanced Custom Study Language and Interface, you have full access to the Bid Volume and Ask Volume at each price level for each chart bar using this function: ACSIL Interface Members - Variables and Arrays: sc.VolumeAtPriceForBars This will provide Ask Volume and Bid Volume at each price level. So you can then calculate the difference from those. 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