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Direct MessagesDate/Time: Fri, 26 Apr 2024 00:34:24 +0000
s_MarketDepthEntry structure NumOrders question
View Count: 1176
| [2018-09-12 15:05:22] |
| @sstfrederik - Posts: 403 |
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Hi SC, Using the MarketDepthEntry structure but NumOrders seem to always be zero. Set sc.UsesMarketDepthData = 1; Using code example from Depth of Market Data. What am I missing here? Thanks, Frederik for (int Level = 0; Level < 2; Level++) { s_MarketDepthEntry DepthEntry; sc.GetBidMarketDepthEntryAtLevel(DepthEntry, Level); float BidSize = (float)DepthEntry.Quantity; uint32_t NumO = DepthEntry.NumOrders; SCString aap; //NumOrders aap.Format("Number of Orders = %u, BidSize = %f", NumO,BidSize); sc.AddMessageToLog(aap,1); } |
| [2018-09-12 16:18:52] |
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The number of orders field for the market depth data is only supported with the Sierra Chart Exchange Data Feed for CME data. And some of the crypto currency exchanges.
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: 2018-09-12 16:19:25
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| [2018-09-12 17:22:48] |
| @sstfrederik - Posts: 403 |
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Thanks. Will give the SC feed a go. Any plans on supporting this for other datafeeds in the future? |
| [2018-09-12 17:46:24] |
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No because the data is just not available.
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 |
| [2019-02-28 20:26:46] |
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We do not understand post #5.
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 |
| [2019-02-28 22:30:48] |
| TedMar - Posts: 189 |
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i resolved problem and deleted post 5 ;)
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| [2019-03-01 08:37:39] |
| TedMar - Posts: 189 |
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i cheked s_MarketDepthUpdateLevel structure at Market Data Messages: MARKET_DEPTH_UPDATE_LEVEL [s_MarketDepthUpdateLevel structure] Server >> Client its not clear for me what is "NumOrders : The number of orders at the Price." ? which one is it about? |
| [2019-03-01 08:42:15] |
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Yes the number of limit orders at the price.
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 |
| [2019-03-01 09:03:42] |
| TedMar - Posts: 189 |
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where does the number come from? I can't see the,, check my screen shot, the code is from first post i added price to message.
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 2019-03-01 09_56_43-Window.png / V - Attached On 2019-03-01 09:03:17 UTC - Size: 272.2 KB - 324 views |
| [2019-03-01 23:42:26] |
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This data is provided by the exchange.
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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