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Direct MessagesDate/Time: Mon, 29 Apr 2024 16:57:46 +0000
Market Depth Data
View Count: 2781
| [2016-06-13 06:40:31] |
| User145792 - Posts: 22 |
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Hi, I wonder if i can,pull load or see the depth data in other way than its structured form at file/open market depth window Thanks |
| [2016-06-13 06:59:08] |
| Futurestrader77 - Posts: 126 |
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@User145792 Do you see anything? I followed the instructions here: New Feature: Market Depth Historical Graph but do not see any market depth levels in the chart. Thanks. |
| [2016-06-13 08:32:34] |
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You can use the DOM Graph feature: https://www.sierrachart.com/index.php?page=doc/doc_TradeMenu.html#DrawDOMGraph 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 |
| [2016-06-19 13:14:29] |
| User145792 - Posts: 22 |
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right,thanks. the issue with the depth data that it is too quick to analysis. i still wonder if there is a way i can load the real time data into excel as ex. to try to analysis it. on the same issue, is there a way i can use the study sys / to ask an alert when a specfic bid or ask as reached or the balance between the bid/ask has reached a precentage? anyway, it could be great to look at the data offline. Thanks |
| [2016-06-19 14:21:10] |
| nioko54130 - Posts: 108 |
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you can use the quantmap too, it's a good visual way to read the orderbook. This tool is developped only for SierraChart. http://quantisme.webnode.fr/ Then, you have to know that all of these quant data could be exported on Excel file with a spreadsheet studies system. It's not a problem if you are getting the data from a real time source. bye |
| [2016-06-20 00:09:14] |
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Currently there is no support for outputting the historical market depth data to a Spreadsheet. What you can use now is the Depth of Market study: https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s156 That data will be outputted to the spreadsheet and you can work with the data in the formulas. 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 |
| [2016-08-18 05:51:55] |
| User145792 - Posts: 22 |
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Hi, further to the above, i have used the Spreadsheet study to load the depth market data. Now, i am getting 10 prices with bid/ask volume. how can i use this data to sum between their values and then to presnt them on the chart? Cheers, Avi |
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