Support Board
Date/Time: Tue, 21 Oct 2025 05:38:37 +0000
[Programming Help] - Missing ACSIL fields for Pulling/Stacking (MarketDepthPullingBidQuantity, etc.)
View Count: 119
| [2025-10-01 15:23:10] |
| User170382 - Posts: 1 |
|
Hi. I am on Sierra Chart version 2800, Service Package 12. I need to build a custom ACSIL study that shows true order book activity — specifically: Bid Pulling Quantity (contracts canceled from the bid side) Ask Pulling Quantity (contracts canceled from the ask side) Bid Stacking Quantity (contracts newly added to the bid side) Ask Stacking Quantity (contracts newly added to the ask side) I am looking for the correct ACSIL functions or data members that provide these four values directly from market depth updates (not approximations from size differences, and not just trade volume). Which header fields or Time & Sales event types should I use in my custom study to track these four quantities in real time? If I am on the wrong path, can you please advise as to what I need? My ACS_Source folder does not contain MarketDepthPullingBidQuantity or MarketDepthStackingBidQuantity etc. in sierrachart.h. Thank you. |
| [2025-10-05 22:05:51] |
| Sierra_Chart Engineering - Posts: 21168 |
|
These are the only functions which are available (Also the Ask one): ACSIL Interface Members - Functions: sc.GetBidMarketDepthStackPullValueAtPrice() Which header fields or Time & Sales event types should I use in my custom study to track these four quantities in real time Time and Sales data does not have this type of data.
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: 2025-10-05 22:07:02
|
To post a message in this thread, you need to log in with your Sierra Chart account: