Support Board
Date/Time: Mon, 05 Oct 2026 14:22:09 +0000
Post From: Numbers Above and Below Bid Pulling/Stack Column in Trading DOM
| [2026-09-19 14:39:19] |
| Xeoh85 - Posts: 10 |
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Hi John. Can you please clarify and confirm this. Specifically, above you said: If you set that option to "No", then when a trade occurs at that price, the Pulling/Stacking will not reflect this. So if the limit orders at a price are 100, and a trade occurs for a quantity of 10, then the Pulling/Stacking would show "0" (or blank).
Your answer appears to conflict with Sierra Chart's documentation on this, which provides the following example: The initial value for a pulling/stacking value is 0.
If the current bid quantity at a price level is 100 and then it drops to 50, then the Bid/Ask Market Depth pulling/stacking value at that price level will be changed by -50. When there is a trade at that price level, the trade volume is added to this market depth quantity change. This calculation is done for all price levels which have market depth data. For example, if the Bid Quantity at price 100.0 is 50 and the quantity goes down to 40, then this is a reduction of 10 which will adjust the current Pulling and Stacking value down by 10. And then if there is a trade of 5, this will increase the current Pulling and Stacking value by 5 giving an overall change of the Pulling and Stacking value of -5. The reason for this last adjustment is that the reduction of the buy limit orders (Bid Quantity) from 50 to 40, was in part related to a trade of quantity 5, not actual pulling of limit orders. Global Trade Settings Windows: Add Trade Volume to Pulling Stacking Value For Price (Global Settings >> Chart DOM Settings >> Other >> Other Settings) The above example would reflect the following functionality: 1. If the setting for "Add Trade Volume To Pulling Stacking Value For Price" is set to "NO," then ALL changes in bid/ask quantity affect the pull/stack calculation, even changes that resulted from trade volume. 2. If the setting is set to "Yes," then trade volume is added back to (1), thus yielding a pulling/stacking number that only reflects changes in bid/ask quantity that resulted from pulling or stacking. We need clarification as to which of the above is correct, so that we know what the "Yes" and "No" settings are actually doing. Thanks. EDIT/UPDATE: I ran a custom study to log pullstack numbers on a chart replay, once with the setting "YES" and again with the setting "No." It confirms that the above functionality is indeed what is happening. For example, if depth falls from 50 to 40 and 5 contracts traded at that price, the adjustment is −10 with NO, versus −5 with YES. It would be great to get official confirmation from Sierra Chart though. Thanks. Date Time Of Last Edit: 2026-09-19 16:13:25
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