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Date/Time: Thu, 09 May 2024 20:07:42 +0000



Post From: 1957 Bid & Ask Depth Bars

[2019-07-29 09:22:19]
Sierra Chart Engineering - Posts: 104368
The study does not have less functionality. It is fully functional and has Open, High, Low, Close data per bar, and is easy to use. It is fully documented here now:

Bid & Ask Depth Bars

We never thought of mentioning the change that prior historical market depth data could not be used because first, it did not really cross our mind at the time. However, there is a new field of data which is critical in order for it to work accurately.

Our understanding is that this study is used just for current analysis only.


Additionally our understanding is that most users are not using historical market depth data with this study but instead using Time and Sales data which is very limited and can only display typically a few hours. And the number of bars displayed goes down when reloading the chart and that data is cleared after restart of Sierra Chart.

And with historical market depth data the problem is that there is not Open, High, Low, Close data displayed for each bar, in older versions of Sierra Chart.


Could there be support for keeping both versions of the study?
There simply is no chance we would ever do that, and your posting here only strengthens our position on this (The more users post about something in Sierra Chart, the more likely it is that it is going to get change to reduce our support burden. In some rare cases functionality is pulled if it cannot be made better.). The old study was too difficult to support. We have put that study behind us. This matter is final. You can use an older version of Sierra Chart if that is what you need. We need to move on, and we are not supporting that old study any longer. It had a limited and inferior implementation.

So as you can see, what was the case with the old study, is now history. We need to move forward and look forward.
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
Date Time Of Last Edit: 2019-07-29 09:28:09