Support Board
Date/Time: Thu, 06 Aug 2026 17:23:51 +0000
Feature Request - Market Depth Historical Graph: Relative-to-Baseline Display Mode
View Count: 25
| [2026-08-06 12:12:08] |
| User823887 - Posts: 4 |
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The Market Depth Historical Graph is dominated by persistent resting liquidity that sits at a roughly constant distance from the market and is continuously present. This liquidity is visually the brightest part of the heatmap, but it carries the least information, and it masks the transient liquidity that is actually of interest. The existing coloring Inputs (Highest/Lowest Quantity for Coloring, Minimum Volume Intensity Percent) filter by quantity magnitude only. The persistent liquidity is large, so magnitude filtering removes the smaller transient liquidity instead - the opposite of what is needed. Request: Add a "Quantity Display Mode" Input with an option such as "Relative to Rolling Baseline", where: each price level is indexed by its distance in ticks from the mid price (defined as (best bid + best ask) / 2), rather than by absolute price a rolling median quantity is maintained per distance index over a configurable lookback period the value used for coloring is (Quantity - Baseline), with negative values not drawn Liquidity that is persistently present at a constant distance from the market becomes the baseline by construction and drops out, while transient or unusual liquidity stands out. Additional Inputs to support this: Baseline Lookback Period (please specify unit - e.g. number of bars or minutes) Maximum Distance From Mid To Display (ticks) A rolling mean or EMA per distance index would also be an acceptable substitute for a true rolling median if it is significantly cheaper to compute, given that a separate rolling statistic would need to be maintained for every distance index. This appears to be a recurring need - see Support Board ThreadID=82621, where a similar request (filtering out short-lived liquidity to isolate persistent resting orders) was raised in 2023 and confirmed by SC Support as not currently possible with existing tools, and marked as a Feature Request. Note that this specific filtering cannot be achieved by modifying or intercepting the data of the existing Market Depth Historical Graph study: c_ACSILDepthBars is read-only, and the study's source code is not provided. It would technically be possible to reimplement an equivalent heatmap from scratch as a separate custom study using c_ACSILDepthBars for the raw depth data, but this would mean duplicating and maintaining a parallel version of a built-in study, which is why we're requesting this as a native option instead. Separate question: Is there any supported way for an ACSIL study to filter or mask the data rendered by another study, or is sc.SetChartStudyInput* the full extent of cross-study modification available? This would clarify whether a native implementation is the only path, or whether there's an existing mechanism we're not aware of. Thank you for considering. |
| [2026-08-06 15:16:06] |
| John - SC Support - Posts: 47490 |
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We understand the general request you are making, and we have noted this as a Feature Request - to have better filtering tools for the Market Depth Historical Graph to eliminate values outside of some range. We can not say what method we would use to do this, so we can not say that we would use exactly what you have suggested. But, we also want to point out that you do have the "Maximum Quantity for Coloring" which can be set as a percentage of the Maximum value that is seen in the chart. Additionally, you can limit the number of levels of Market Depth data that you are working with to eliminate values that are far away from the current market price. As to your question about modifying another study's data, you can access another study's data and manipulate it. But that data has to be stored in a subgraph. Refer to the following: ACSIL Interface Members - Functions: sc.GetStudyArrayUsingID() But the Market Depth Historical Data does not have a Subgraph that contains the data. You would need to access the historical market depth data using other ACSIL tools. Refer to the following: ACSIL Interface Members - Historical Market Depth Data (c_ACSILDepthBars) 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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