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Direct MessagesDate/Time: Sun, 28 Apr 2024 13:43:08 +0000
Understanding Volume - Bought / Sold
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| [2017-06-20 15:46:45] |
| Joel Wisdo - Posts: 15 |
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I am using sc.BaseData[SC_ASKVOL][sc.Index] sc.BaseData[SC_BIDVOL][sc.Index] I am trying to understand the volume that is actually bought / sold on the ES mini S&P 500 not just the trades placed on the trading DOM. sc.BaseData[SC_BIDVOL] has the following definition: sc.BaseData[SC_BIDVOL] or sc.BidVolume[]: The array of Bid Volumes for each bar. This represents the volumes of the trades that occurred at the Bid price or lower. A trade that occurs between the Bid or Ask and is considered a downtick, will have the volume of that trade added to Bid Volume. Does "occured" mean transacted in the above definition? Sorry for the detail here. I am just making sure my formula is right and ES moves so fast it's hard to tell from the DOM. Thank you for any knowledge you can provide here |
| [2017-06-20 15:50:25] |
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Does "occured" mean transacted in the above definition?
Yes. You can also use the Bid Volume versus Ask Volume study to see this volume data as well. 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: 2017-06-20 16:05:16
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| [2017-06-20 16:05:47] |
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In the prior post we were referring to the Bid Volume versus Ask Volume 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 |
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