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Date/Time: Tue, 16 Dec 2025 09:44:34 +0000



Post From: Get values of cumulative bid/ask in DOM?

[2025-12-15 16:39:58]
John - SC Support - Posts: 43482
If you are wanting the Delta information for each price level, then the only built-in option for this would be to use the "Large Volume Trade Indicator", as it has options for the "Draw Mode" of "Based on Total Ask Bid Volume Above Threshold - Difference" and "Based on Total Ask Bid Volume Above Threshold - Diagonal Difference".

To show the values, set the "Draw Volume Text" to something other than "None".

You can then set the "Volume Threshold" to "1" in order to get all the data. You will then get the Ask minus Bid (Delta) displayed for each level within a bar.

Refer to the following:
Large Volume Trade Indicator
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing