Support Board
Date/Time: Tue, 26 Aug 2025 07:26:43 +0000
[Programming Help] - Cumulative Bid/Ask Volume - How to ignore ticks with no new volume
View Count: 123
| [2025-07-26 19:46:52] |
| mastadom - Posts: 20 |
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Hi SC team, I'm using sc.GetRecentAskVolumeAtPrice(sc.LastTradePrice) to calculate a cumulative recent ask volume... but, calling that function on each tick will result in over-counting, since the last traded price could be in the past. What is a good way to call that function for each tick and get 0 returned when there hasn't been a new trade at a particular price? Or, a way to only call that function when an actual trade occurs? Thanks! Date Time Of Last Edit: 2025-07-26 19:48:51
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| [2025-07-28 15:32:05] |
| Sierra_Chart Engineering - Posts: 20734 |
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There is not a way to use this function to do what you want.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-07-28 15:32:10
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| [2025-07-29 01:52:22] |
| mastadom - Posts: 20 |
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Ok. What's a better way to calculate it (as fast as possible, ideally)?
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