Support Board
Date/Time: Fri, 16 Jan 2026 22:35:36 +0000
Accessing Live Data
View Count: 21
| [2026-01-16 19:42:43] |
| cmack1011 - Posts: 175 |
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I have built a study that needs to pull/have access to live volume-at-price data so that it can derive values such as Ask-Bid volume at Price, Delta-At-Price, Delta High, Delta Low, Total volume at price, etc. Can you tell me which study is best for this purpose? Numbers bar? Numbers Bar calculated values? The study may be able to internally compute things like "Max/Min Delta" so it may only need the raw data, but for other values, like "Finish Delta%", it may need the value already computed (candle bar totals will not be enough, needs to be "at-price" level data) . Thx!
Date Time Of Last Edit: 2026-01-16 19:45:59
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| [2026-01-16 20:02:41] |
| Sierra_Chart Engineering - Posts: 22419 |
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Assuming you are creating an ACSIL custom study: Advanced Custom Study Interface and Language (ACSIL) You then need to use the Volume at Price data: ACSIL Interface Members - Variables and Arrays: sc.VolumeAtPriceForBars 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: 2026-01-16 20:04:01
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| [2026-01-16 20:04:14] |
| Sierra_Chart Engineering - Posts: 22419 |
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Post above has been updated with the correct link.
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 |
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