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Date/Time: Sat, 18 May 2024 23:12:07 +0000



Post From: Numbers And bars

[2024-04-18 15:16:24]
John - SC Support - Posts: 31704
The only way to get at the Bid/Ask information within a bar is through the Alert options. Refer to the following:
Study/Chart Alerts And Scanning: Special Functions

The Spreadsheet Formula study, despite its name, uses the Alert syntax, so you can use the above functions in this study to expose the information. The issue is that there is not an easy way to get all the information. You would have to use multiple copies of the Spreadsheet Formula in order to get to particular levels.

This said, it could be done using the above options perhaps in combination with the Spreadsheet Study.

In the end, the easier method would be to create a custom study, as you can get the data and sum it in a much more straightforward way. Refer to the following:
ACSIL Programming Concepts: Accessing Volume at Price Data Per Bar

List of Third Party Sierra Chart Study and System Programmers
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing