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Date/Time: Sat, 10 May 2025 06:56:07 +0000



Possible to have "Spreadsheet Study" display every change in BBO's price and volume?

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[2016-01-22 20:13:19]
User760942 - Posts: 120
This includes BBO price and volume changes that happen in between Last prices (as well as what the BBO price and volume was on each Last price.)

(Note: this is just in regards to your "Spreadsheet Study" feature and not your "Spreadsheet System for trading" feature.)

I ask, because seeing this data will help me test to see if I've programed a trading algorithm in ACSIL properly. For example, being able to see what the Bid price was in between Last prices will help me understand my trading Algo is responding to changes in the Bid prices in the way I intended it to.

Thanks!
[2016-01-27 09:44:12]
Sierra Chart Engineering - Posts: 104368
You have asked a similar question like this many times. This capability is going to be worked on through the -ALL Data Recording suffix.

Although this will not include the bid/ask quantities. Only the prices.

Please wait. We still do not know when we can get to it. We still need about another 2 weeks or so.
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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