Support Board

Date/Time: Sat, 04 May 2024 02:53:45 +0000

Post From: Market Depth Historical Graph MBO filter

[2021-01-15 17:35:11] Link To Thread - Link To Post [Go To First Post]
MatZer0 - Posts: 36
Hi I've noticed that Sierra supports MBO data and can display it in chart DOM Is it possible to use that data as a filter for Market Depth Historical study? I'd like to show only levels where there is at least one SINGLE resting order of minimum specified size (ie price level with at least one order with size of at least 100 contracts and not a level where there is one hundred of one lot orders) Is that possible? Thanks