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Direct MessagesDate/Time: Mon, 20 May 2024 20:11:52 +0000
New Market Depth Historical Depth
View Count: 1871
| [2016-06-15 06:18:14] |
| Futurestrader77 - Posts: 126 |
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Dear Support Team, Thank you very much for working on this! As requested I start a new thread. Regarding the shading of the Market Depth, it should be possible to shade the DOM manually as well (not automatically as it is done now by zooming in and out). Second the shading should be continued in the chart altough no market depth is showing up here. I attached a screen shot where you can see two green dots. Market depth was showing up there before but leaved this area and now we have a space in between: Please just continue showing the previous market depth here so that it fill the space. I is hard to tell with the space when this big limit buy orders at 165.24 and 165.10 in this example entered the market. Thank you! Date Time Of Last Edit: 2016-06-15 06:18:32
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 GBL-201609-DTB [M] 200 Trades #1 2016-06-15 07_29_09.107.png / V - Attached On 2016-06-15 06:14:52 UTC - Size: 176.13 KB - 459 views |
| [2016-06-15 06:19:19] |
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OK thank you for the suggestions. We will work on these.
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 |
| [2016-06-15 16:35:19] |
| Futurestrader77 - Posts: 126 |
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Dear Support Team, Thank you for following up on my suggestions. I would like to cover some points that are important in my opinion and should be included in the Market Depth Historical Chart: As I mentioned before the ability 1. to shade or contrast the market depth manually to see only the important limit levels and 2. to continue to show the previous market depth in areas where actually no market depth is available so that no spaces are created. 3. Then it would be helpful to show the bid and ask as lines in the chart and the volume traded at the bid and ask and 4. to have the ability to zoom in and out (if you take a one tick chart now in SC you cannot zoom out enough). Here is a video that shows this: https://www.youtube.com/watch?v=TQeXghCmL2w 5. Please add coloured dots in the chart which display the volume traded at the bid and the ask. 6. To see how much volume was traded in these dots and the quantity of the limit orders in the chart would be nice too, as well as 7. to have the possibility to filter these dots (for example only showing me dots with 2000 contracts traded and above). 8. The possibility to add a Trade DOM to a chart (side by side) All this is shown here: https://www.youtube.com/watch?v=gplCnw4gnwM I dont know if you can implement all these things but again, thank you for working on this. Best regards. Date Time Of Last Edit: 2016-06-15 16:36:07
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| [2016-06-16 10:14:02] |
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3. Use these studies: https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s355 https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s127 5, 7. You can display the Bid Volume and Ask Volume graphically and as text by changing the Draw Style of the Bid Volume and Ask Volume related studies. Use the Bid Volume and Ask Volume studies. You can also use the Color Bar Based on Alert Condition study to place various types of Draw Styles on the chart based on any kind of condition. The Chart Settings also supports Volume Filtering 8. This is already supported: https://www.sierrachart.com/index.php?page=doc/doc_ChartTrading.html#ChartDOM As you can see, Sierra Chart already offers most of this already. We can handle a couple of small items, but other than that you need to rely upon what Sierra Chart already has. Other items will be reviewed. We have to continue with other items on our very long to do list. The main development of this feature was to support storing historical market depth data and a reasonable presentation of it on the chart. But we cannot get into excessive detail. Besides most everything is supported already. 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: 2016-06-16 10:20:12
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| [2016-06-16 10:20:21] |
| Futurestrader77 - Posts: 126 |
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Ok, I understand that. Thank you for your help with this.
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| [2016-06-16 10:20:53] |
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But we will be working improving the display of the market depth data and adding some more functionality.
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 |
| [2016-06-16 11:25:57] |
| Futurestrader77 - Posts: 126 |
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Dear Support Team, Is it possible to see the volume traded at the bid and ask lines (please see the picture attached)? With the Bid Volume and Ask Volume study it is hard to see fast enough if a level of limit orders was traded or not. Thank you! |
| volume traded.PNG / V - Attached On 2016-06-16 11:21:29 UTC - Size: 14.49 KB - 409 views |
| [2016-06-16 12:00:43] |
| Futurestrader77 - Posts: 126 |
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A good example (within Sierra Chart) regarding the volume dots and volume traded at the bid and ask is shown here: http://visualbook.fr/ Date Time Of Last Edit: 2016-06-16 12:00:56
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| [2016-06-16 17:50:14] |
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Is it possible to see the volume traded at the bid and ask lines (please see the picture attached)? There are various market data columns you can add to the Chart DOM: http://www.sierrachart.com/index.php?page=doc/doc_GlobalTradeSettings.html#ChartDOMColumnDescriptions 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 |
| [2016-06-16 19:25:02] |
| apollofl - Posts: 95 |
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It appears that support doesn't fully understand the importance of the Dots and Volume inside the dots. A good example (within Sierra Chart) regarding the volume dots and volume traded at the bid and ask is shown here: http://visualbook.fr/ |
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