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Direct MessagesDate/Time: Sun, 05 May 2024 13:38:44 +0000
How to get depth of market data to display on chart?
View Count: 812
| [2015-09-14 05:47:43] |
| User760942 - Posts: 120 |
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Hi Sierrachart, What is the best way to get depth of market data to display on a Chart (not on a DOM)? Is there a specific Chart study you recommend using to do this? In realtime (and for each of the passed historical bars) I'm looking to have the chart display the following two things: 1. The number of futures contracts offered at the best Ask price. 2. The number of futures contracts offered at the best Bid price Thanks! |
| [2015-09-14 19:48:40] |
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The closest study available would be Bid and Ask Depth Bars: https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s213 Also have a look at the Time and Sales studies: https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html 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 |
| [2015-09-15 19:22:52] |
| User760942 - Posts: 120 |
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Cool. Thanks.
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| [2015-09-15 20:23:29] |
| User760942 - Posts: 120 |
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. . . also, on a related note: Is it possible to incorporate the data from a "Trading DOM" into an automated trading strategy built with your "Spreadsheet System for Automated Trading" tool? How would I do this if so? Thanks! |
| [2015-09-15 20:29:38] |
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No. Although what specific data are you referring 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 |
| [2015-09-15 21:01:02] |
| User760942 - Posts: 120 |
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I'm referring to data showing the amount of futures contracts available for sale at various bid and ask prices. As opposed to just the best bid and best ask prices.
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| [2015-09-16 04:11:00] |
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In this case, use the Depth of Market Data study: https://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 |
| [2015-09-16 04:40:37] |
| User760942 - Posts: 120 |
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That works, thanks!
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