Support Board
Date/Time: Fri, 02 May 2025 19:23:37 +0000
Post From: Depth sum and number of levels
| [2025-02-13 15:05:47] |
| John - SC Support - Posts: 39630 |
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You can do this, but you need to use the "Bid and Ask Depth Bars" to get the sums you want. You can not do it directly from the DOM. To start, set the following option to the number of depth levels you want to actually calculate for (10 from what you stated): Chart Settings: Number of Levels for Bid/Ask Depth Calculations (Chart >> Chart Settings >> Market Depth menu) Then add the "Bid and Ask Depth Bars" to the chart and set the "Calculation Mode" to "Bid Depth vs Ask Depth". The Subgraph for "Ask Depth" will have the sum of the Ask market depth for 10 levels and the "Bid Depth" will have the sum of the Bid market depth for 10 levels - note that the Bid Depth will be a negative number, so you will have to adjust this if you use it elsewhere. Refer to the following: Bid & Ask Depth Bars For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |