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Recent Bid/Ask Volume
View Count: 12258
| [2016-10-20 07:19:43] |
| tradernikki - Posts: 41 |
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The market has just ticked back up to [bid:41.5, ask:41.75] There were sellers hitting 41.5 already, but there were noone lifting the offer yet. So shouldn't the recent ask volume resets to 0 (or blank) in this case. Price eventually traded down to [bid:41.25, ask:41.5], with no offers lifted at 41.75, but the recent ask volume still showed 14 when it should've been 0 the last time it visit. Could you make it so that the recent bid/ask volume resets to 0(or blank) when the inside bid/ask visits? Without it needing for any trade to happen on that price. http://www.sierrachart.com/image.php?Image=147694289571.png |
| [2016-10-24 10:24:06] |
| tradernikki - Posts: 41 |
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Hello SC, I would like to follow up on this question Thanks |
| [2018-02-11 01:08:24] |
| whats1thingnow - Posts: 407 |
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+1
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| [2018-02-11 12:24:07] |
| PTG - Posts: 57 |
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+1
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| [2018-03-01 08:28:40] |
| Acro - Posts: 436 |
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+1
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| [2018-03-01 16:18:29] |
| User657944 - Posts: 173 |
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+1
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| [2018-03-02 04:27:54] |
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We will be looking this over.
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 |
| [2018-03-03 23:47:42] |
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We think we understand what you are asking for. This will be implemented in the next release. When the bid price changes, the recent bid volume at that price will be zeroed. When the ask price changes the recent ask volume at that price will be zeroed. 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: 2018-03-03 23:48:42
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| [2018-03-04 00:56:05] |
| PTG - Posts: 57 |
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Can you have a look at the closely related request in this thread as well ? dom recent bid/ask volume like jigsaw The request is in bold in the first post: dom recent bid/ask volume like jigsaw | Post: 139987 See also post 5, 6 and 7 in that thread. Thanks ! |
| [2018-03-04 00:56:38] |
| Acro - Posts: 436 |
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It would be great to have to user set options that could be turned on or off to modify the current behaviour: 1. When the bid price changes the bid volume is zeroed 2. The recent volume at a bid price is only zeroed if a set time (eg 2500ms) has elapsed since that price was the inside bid price |
| [2018-03-04 15:37:56] |
| whats1thingnow - Posts: 407 |
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thanks SC! the original poster had it bang on: The market has just ticked back up to [bid:41.5, ask:41.75]
There were sellers hitting 41.5 already, but there were noone lifting the offer yet. So shouldn't the recent ask volume resets to 0 (or blank) in this case. actually, i found in jigsaw's manual page 42 (http://www.jigsawtrading.com/downloads/JigsawProductManual.pdf) that will help with this: In this example we can see 90 contracts have traded at 1317.75 and 0 contracts have traded
at 1318.00. When this 1317.75/1318 became this inside bid/offer, we reset the number of trades here and started to accumulate them. So, if we leave a price and come back to it, the qty of contracts in these columns is reset. There is an exception to this. If we leave a price for a short period of time and come back to it, then we do not clear the traded quantities. By default that ‘short period of time’ is set to 2500 milliseconds (2.5 seconds). The idea is that we show the number of contracts to push through the level but it often leaves a level for just a short amount of time and comes back to it. In that case, we don’t consider it to have really left i think @PTG @Acro are also trying to replicate jigsaw's dom on SC, which i think is why they are also pointing to the 'short period of time' setting as this has huge impact on what recent bid/ask will be reset to '0' (or blank) The recent volume at a bid price is only zeroed if a set time (eg 2500ms) has elapsed since that price was the inside bid price
Can you have a look at the closely related request in this thread as well ?
dom recent bid/ask volume like jigsaw The request is in bold in the first post: dom recent bid/ask volume like jigsaw | Post: 139987 thank you again SC! Date Time Of Last Edit: 2018-03-05 04:01:56
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| [2018-03-05 04:07:01] |
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OK just give us some time to work through all of this.
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 |
| [2018-03-07 06:44:22] |
| Acro - Posts: 436 |
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Thank You for implementing this. I have one question/confirmation I need to properly understand the implementation - please refer to the attached screenshot where I have shown my question |
 RecentBidAskVolume.png / V - Attached On 2018-03-07 06:43:14 UTC - Size: 134.47 KB - 944 views |
| [2018-03-07 06:52:40] |
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2 is not yet implemented. Also the label is wrong because it contains a 0. We really have not gone over the requests in detail here and in the other thread linked to. We have not yet had time for that.
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: 2018-03-07 06:53:05
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| [2018-03-09 03:59:16] |
| User839162 - Posts: 82 |
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Hi Sierra, I'm all for this change, but can we please add a base highlight color for the Recent Bid/Ask? In the attached image you will see that Jigsaw uses a base highlight color (white). And the yellow color shows what is currently trading. Sierra currently only has the highlight for what is trading. This change would make it much easier to follow. Thanks |
| Jigsaw.PNG / V - Attached On 2018-03-09 03:56:52 UTC - Size: 1.32 MB - 1150 views |
| [2018-03-09 04:43:40] |
| Acro - Posts: 436 |
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Re post #15 there is already an ability to highlight the inside bid ask on the DOM or chart DOM as well as the ability to highlight the last recent bid or ask volume with the Sierra global graphics settings
Date Time Of Last Edit: 2018-03-09 04:46:51
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| [2018-03-09 05:15:39] |
| User839162 - Posts: 82 |
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@Acro - What setting in global graphics settings highlights the inside bid/ask?
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| [2018-03-09 05:22:38] |
| Acro - Posts: 436 |
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Here you go, two screenshots - the setting that does the inside bid/ask and a gaudy example of colours
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| 180309_0020.jpg / V - Attached On 2018-03-09 05:21:56 UTC - Size: 81.44 KB - 1484 views 180308_2353.jpg / V - Attached On 2018-03-09 05:22:11 UTC - Size: 31.31 KB - 1338 views |
| [2018-03-09 05:30:37] |
| User839162 - Posts: 82 |
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@Acro that is not what I'm talking about. I know about the best bid/ask highlight on the PRICE column. I want there to be a base highlight on the RECENT bid/ask. Look at the Jigsaw picture again. You can clearly see that Jigsaw highlights both of the recent bid/ask. The price that has 50 on the Recent Bid/Ask is White and 377 is Yellow. They have a base highlight color (WHITE) and a highlight for what's currently hitting the bid/ask.
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| [2018-03-09 06:13:52] |
| User839162 - Posts: 82 |
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Here is another image to clear up any confusion.
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Attachment Deleted. RECENTBIDASK.jpg / V - Attached On 2018-03-09 06:13:40 UTC - Size: 627.8 KB - 5168 views |
| [2018-03-19 13:33:59] |
| Mike_B - Posts: 16 |
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+1 to the OP
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| [2018-03-19 20:39:55] |
| Cavalry3162 - Posts: 523 |
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i wanna chime in.. pls consider the "reset delay" to be a setting... i set mine to 10s on the JS dom... thank you, Andreas |
| [2018-03-29 21:01:41] |
| John - SC Support - Posts: 31362 |
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Just to clear up confusion, the start of this thread was about resetting the Recent Bid/Ask when the price changed, as opposed to waiting for a trade to occur at that price. This particular functionality has been implemented by setting the option in Trade >> Chart DOM Settings >> Reset Recent Bid/Ask Volume on Bid/Ask Change. The documentation for this can be found here: Global Trade Settings Windows: Reset Recent Bid/Ask Volume on Bid/Ask Change (Global Settings >> Chart DOM Settings >> Other >> Other Settings) Others have asked for the ability to have a timeout implemented so that the Recent Bid/Ask are not reset if trading occurs at a price, then moves to a different level and then back again within a certain timeframe. This particular functionality has been implemented by setting a value other than 0 in Trade >> Chart DOM Settings >> Recent Bid/Ask Volume Reset Timeout in Milliseconds. The documentation for this can be found here: Global Trade Settings Windows: Recent Bid Ask Volume Timeout in Milliseconds (Global Settings >> Chart DOM Settings >> Other >> Other Settings) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-05-15 07:13:01] |
| Acro - Posts: 436 |
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I think the implementation of this feature is working fine. It would be even more amazing if we had the ability to add control bar buttons or shortcuts that: A - cleared recent bid and ask volume activity above the current price; and B - cleared recent bid and ask volume activity below the current price The reason is that this would make it a lot clearer to see what was going on in this microswing and not confuse that activity with the previous occasion on which price was around this level. The current shortcut that removes all recent volume is a bit too drastic to help this clarity since it removes all of the activity including that which occurred on this microswing |
| [2018-05-15 11:13:37] |
| User495158 - Posts: 106 |
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+1
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