Support Board
Date/Time: Sat, 12 Jul 2025 14:06:21 +0000
Post From: data download question
| [2025-07-10 19:30:27] |
| John - SC Support - Posts: 40857 |
|
The only way to access the underlying Bid/Ask/Total volumes per price using the built-in tools within Sierra Chart is through the following Alert options: Study/Chart Alerts And Scanning: Special Functions Therefore, it is easy enough to get one price point out of the system (use a Spreadsheet Formula study and enter a formula such as "=BVAP(L, 0)" where L is the Low of the bar). But getting all of the data really requires a custom study to access and write out the data. Refer to the following: ACSIL Interface Members - Functions: sc.GetBidMarketDepthEntryAtLevel https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |