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Direct MessagesDate/Time: Fri, 26 Apr 2024 07:51:36 +0000
Large Order on the DOM Market Depth - Alert
View Count: 2496
| [2016-02-26 13:05:30] |
| User623552 - Posts: 69 |
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Is it possible to set an alert when a large order is placed on the price ladder ? I'm not talking about orders that have been filled, I mean large orders that are pending, above or below the current market price ? For example. On the S&P if the average size of Bid/Ask orders at each price level is 500 lots, but there is a total order for 1500 contracts further up the ladder - Would it be possible to set an alert for this ? The parameters could be something like : Is order size 50% larger than average order size showing on the DOM market depth Thanks |
| [2016-02-26 19:16:36] |
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This is not supported but you can program something like this by using the following two studies: https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s156 (Depth of Market Data) https://www.sierrachart.com/index.php?page=doc/doc_SystemsAlerts.php (Spreadsheet System/Alert Study) 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: 2017-07-02 06:52:08
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| [2017-07-01 08:19:54] |
| TSiSVT - Posts: 21 |
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I am looking for something like what the OP asked. It appears that the study in the link isn't available. Is there something similar or new that would provide the desired results?
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| [2017-07-02 07:23:59] |
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The link is to the Depth of Market Data study and now the link works. It previously was not working but it is now. It is also possible to custom program something like this using ACSIL: Advanced Custom Study Interface and Language (ACSIL) 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 |
| [2019-01-01 04:20:12] |
| whats1thingnow - Posts: 407 |
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if i have a total of 20 depths showing on my dom but for my new alert/study, i want only the average bid/ask depth of 5 levels, can i use this (https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s156)? thanks |
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