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Date/Time: Sat, 04 May 2024 10:36:58 +0000



Bid and Ask Depth Bars

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[2018-07-30 22:34:55]
runningfree - Posts: 19
Can these show the amount of volume at each price or the open orders for the duration of the bar?
[2018-07-31 07:29:40]
Sierra Chart Engineering - Posts: 104368
When you say volume at each price, are you referring to the trade volume? Or just open order volume?
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
[2018-07-31 18:39:49]
runningfree - Posts: 19
That was open order volume.
[2018-07-31 23:20:48]
Sierra Chart Engineering - Posts: 104368
If you read through this page, there is a detailed explanation about how Bid and Ask Depth Bars work along with the different operating modes:
Bid & Ask Depth Bars

There is not an indication with the study of the open order volume at each price. For that you would want to use Market Depth Historical Graph:
https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375#Market_Depth_Historical_Graph
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: 2018-07-31 23:26:01

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