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Date/Time: Sat, 20 Apr 2024 04:48:44 +0000



[User Contribution] Bid, Ask, Spread for a defined volume.

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[2018-01-05 20:07:01]
gomifromparis - Posts: 244
This study will plot the bid, ask, and spread for a defined quantity, ie what price you would get if you clicked "Buy Market" or "Sell Market", for a defined quantity.

It works by adding up the DOM bid/ask price/volumes.

I enclose a chart showing different bid/ask/spread on Bitmex for 50.000, 100.000 or 200.000 USD
Date Time Of Last Edit: 2018-01-05 20:09:37
attachmentGomBidAskAtVolume.dll - Attached On 2018-01-05 20:05:21 UTC - Size: 73 KB - 344 views
attachmentGomBidAskAtVolume.cpp - Attached On 2018-01-05 20:05:29 UTC - Size: 2.47 KB - 297 views
imagebidaskspread.png / V - Attached On 2018-01-05 20:05:43 UTC - Size: 21.08 KB - 386 views
[2018-01-19 02:32:52]
Sierra Chart Engineering - Posts: 104368
We will add this to the User Contributed Studies.
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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