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Date/Time: Mon, 23 Apr 2018 15:26:07 +0000



Numbers Bars all price levels into spreadsheet

Support Request:
[2017-09-30 12:04:39]
User136839 - Posts: 8
Hello, I've been trying to get all bid ask quotes at all levels of a bar to be added to a spreadsheet. Or, if that is not possible then the total Volume at each price level. Right now all one gets is the total volume of the whole bar. I see this post which goes in that general direction: https://www.sierrachart.com/SupportBoard.php?ThreadID=28978 but I don't know if that has been implemented and would suffice.

Many thanks for helping
[2017-10-01 01:05:50]
Sierra Chart Engineering - Posts: 59332
In regards to Volume at Price data in a Spreadsheet, there is the ability to output that, and that is controlled through this Spreadsheet Study Input documented here:
https://www.sierrachart.com/index.php?page=doc/SpreadsheetStudyInputs.html#OutputVolumeAtPriceData

This is all that is available.

Also, by using the Sierra Chart Advanced Custom Study Language and Interface, you have full access to the Bid Volume and Ask Volume at each price level for each chart bar using this function:
https://www.sierrachart.com/index.php?page=doc/ACSIL_Members_Variables_And_Arrays.html#scVolumeAtPriceForBars
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-12-27 18:18:43
[2017-10-01 02:02:46]
User136839 - Posts: 8
Perfect, Thanks
[2017-12-26 02:57:20]
Bedhog - Posts: 125
Hello Team,

I'm following this thread with interest and like the Output Volume At Price Data.

I do see total volume in each spreadsheet cell and understand that we need to use ACSIL for more detail.

Regarding more detail,

will ACSIL allow us parse an array for Column2 output where Column2=Ask Vol Bid Vol Difference?
[2017-12-27 18:19:45]
Sierra Chart Engineering - Posts: 59332
By using the Sierra Chart Advanced Custom Study Language and Interface, you have full access to the Bid Volume and Ask Volume at each price level for each chart bar using this function:
https://www.sierrachart.com/index.php?page=doc/ACSIL_Members_Variables_And_Arrays.html#scVolumeAtPriceForBars


This will provide Ask Volume and Bid Volume at each price level. So you can then calculate the difference from those.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

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