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Date/Time: Tue, 19 Mar 2024 10:52:18 +0000



market depth to excel or spreadsheet

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[2015-08-24 18:04:46]
User307013 - Posts: 16
hi i appreciate this software since a long time
is there a way to get the market depth levels in a spreadsheet or excel to make calculation?
bests regards
[2015-08-24 21:05:27]
Sierra Chart Engineering - Posts: 104368
Yes. This can be done with the Depth of Market study:
http://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s156
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
[2015-08-26 14:23:45]
User307013 - Posts: 16
ok i get sierra chart data feed and get only bid ask no depth (in ib i am in pro user )
hox can i get the depth with the sierra feed?
bests regards
[2015-08-26 14:42:48]
User307013 - Posts: 16
ok i see i will try to deactivate cme and reactive the version with depth
thanks for all
[2015-08-26 17:23:39]
Sierra Chart Engineering - Posts: 104368
Yes. This is documented here:
Sierra Chart Exchange Data Feed: Adding Support for CME Market Depth 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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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