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Date/Time: Sun, 28 Apr 2024 08:34:02 +0000



DOM column customisation issues

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[2015-04-22 22:24:03]
olambeth - Posts: 30
Hi there,

I'm having real difficulties customising the DOM and find the settings difficult to understand. So much so that my bids and offers are now printing outside the bids and offers columns!

Could you please kindly provide me the columns I need in place to have the following:

Order column, bids snapshot (last amount pulled and stacked), bids, offers hitting the bids (sell market orders), bids hitting the offers (buy market orders), offers, offers snapshot (last amount pulled and stacked), current bids/offers histogram (including note overlay), price, total contracts traded for todays session.

Please see the jigsaw set up attached for more information on what I mean.

If some of the columns aren't possible then a near enough setting outlay will be really great anyway!

Thanks so much in advanced,

Oliver


imageScreenshot 2015-04-23 08.21.51.png / V - Attached On 2015-04-22 22:23:11 UTC - Size: 327.32 KB - 3266 views
[2015-04-23 11:05:42]
olambeth - Posts: 30
Hi there,

I'm politely following up with the previous support post.

Would be pleased to hear from someone about this soon.

I had a thought about creating DOM templates to click upload into the graphic settings/column settings. Is this possible?

If no the sequence mentioned in my first post.

Thanks

Oliver
[2015-04-23 23:23:15]
Sierra Chart Engineering - Posts: 104368
We are not familiar with all of these trading data and market depth columns you are describing. Here the descriptions for the columns that Sierra Chart currently offers:
http://www.sierrachart.com/index.php?page=doc/doc_GlobalTradeSettings.html#ChartDOMColumnDescriptions

It will be up to you to determine what you need based upon the descriptions.

As far as adding them and reordering them, that is very straightforward and the documentation for this is included in the link above.

For displaying volume type of bars for the bid and ask market depth quantities, refer to this setting in Global Settings >> Chart DOM Settings:
http://www.sierrachart.com/index.php?page=doc/doc_GlobalTradeSettings.html#DisplayVolBarForBidAskSizes

It sounds like you also want the Volume by Price study on the Trade DOM:
http://www.sierrachart.com/index.php?page=doc/doc_ChartTrading.html#TradeDOMVolumeProfile



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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2015-04-23 23:23:42
[2015-04-28 08:31:03]
olambeth - Posts: 30
Thank you.

I'm still having issues regarding the bids/offers disappearing when I clearly have bid size/buy column and offers too.

Not sure why the bids/offers.

Oliver
[2015-04-28 10:36:54]
Sierra Chart Engineering - Posts: 104368
We see your other posting about this and has been responded to.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-08-02 12:26:29]
User48902 - Posts: 2
I too have been trying to figure this column out, its an essential part of the DOM for many users, i cant imagine its not available in Sierracharts.

Its simply the change in quantity of limit orders at the price level since the inside bid/offer last moved up or down. (essentially the inside ask or bid delta) or the net changes to the limit orders, taking into account what has actually traded.

I've been through all the additional DOM columns and DOM documentation, but cannot find a matching solution, im maybe missing a trick or the option is not available?

If Sierra or anyone could help on this it would be greatly appreciated.
[2016-08-02 15:08:17]
Sierra Chart Engineering - Posts: 104368
Its simply the change in quantity of limit orders at the price level since the inside bid/offer last moved up or down. (essentially the inside ask or bid delta) or the net changes to the limit orders, taking into account what has actually traded.
Do you have a more detailed description available?

When you say the change in quantity of limit orders, there are limit orders both at the Bid and Ask. So not sure how this would be determined. The description is still too vague.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-08-03 13:08:50]
User48902 - Posts: 2
Thanks for getting back to me.

The best detailed description i could find is on the PDF Manual here https://goo.gl/YnLSxA (page 59 and page 66)

You'll see both the Bid and Ask are in separate columns too, hopefully the description in the manual with details will clarify things.

The nearest i got to a solution was plotting 'Draw DOM Graph on Chart' (on the Trade DOM) but i would prefer not to have this graph on my DOM and has limited use being very visual without the net change numeric values.

Any feedback or workaround solutions on this would be much appreciated.

Thank you.
Date Time Of Last Edit: 2016-08-03 13:09:41
[2016-08-03 17:57:17]
Sierra Chart Engineering - Posts: 104368
We will be looking this over.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-10-11 23:44:55]
Sierra Chart Engineering - Posts: 104368
We are now working on the market depth pulling and stacking of limit orders market data column.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-10-28 22:21:35]
User62936 - Posts: 64
We are now working on the market depth pulling and stacking of limit orders market data column.

Out of curiosity, what is the timeline for this SC? I too am eagerly awaiting this feature of being able to see how the bids/asks are pulled or stacked. Adding the historical market depth graph has been excellent, and adding this feature to the Chart/Trade DOM would be most excellent.
[2016-10-29 08:14:51]
Sierra Chart Engineering - Posts: 104368
We will try to have this done in two weeks. It should be before the end of November.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-10-31 22:43:48]
Mistic - Posts: 76
Looking forward to having pulling/stacking DOM column feature. Thank you SC. Also please make the data accessible with the depth of market study.
Date Time Of Last Edit: 2016-10-31 22:51:28
[2016-11-01 00:08:08]
Sierra Chart Engineering - Posts: 104368
We should be able to get a basic implementation out this week.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-11-13 00:04:16]
whats1thingnow - Posts: 407
exciting!

looking forward to see this and how it compares to jigsaw tools!
[2016-11-13 03:33:51]
Sierra Chart Engineering - Posts: 104368
The market depth pulling and stacking columns are available in the current version of Sierra Chart.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-11-16 04:23:49]
whats1thingnow - Posts: 407
from the original poster's image and comment:

Order column, bids snapshot (last amount pulled and stacked), bids, offers hitting the bids (sell market orders), bids hitting the offers (buy market orders), offers, offers snapshot (last amount pulled and stacked), current bids/offers histogram (including note overlay), price, total contracts traded for todays session.

in particular, i'm looking for:
- offers hitting the bids (sell market orders)
- bids hitting the offers (buy market orders)

what column names would they be from http://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#ChartDOMColumnDescriptions

thank you!
[2016-11-16 10:22:13]
Sierra Chart Engineering - Posts: 104368
It sounds like you want to look at Recent Bid Volume and Recent Ask Volume.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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