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Direct MessagesDate/Time: Sat, 20 Apr 2024 06:44:20 +0000
Limiting Depth Levels for Time and Sales Total Ask/Bid Size Depth Studies
View Count: 1717
| [2018-11-27 03:07:49] |
| User29419 - Posts: 14 |
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Is there a way to limit the number of levels summed in the T&S Total Depth Studies (i.e. only sum the five nearest price levels). I tried setting the Maximum Market Depth Levels to "5" in the Advanced Settings 3 tab, but it appears 10 levels are still being summed. Thanks. |
| [2018-11-27 18:43:18] |
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Yes with this setting: Data/Trade Service Settings: Maximum Time and Sales Depth Levels (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Other Settings) This setting does work but it does not affect any prior totals already calculated. 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 |
| [2019-03-27 20:41:55] |
| whats1thingnow - Posts: 407 |
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this is exactly what i want! however, for whatever reason, the study doesn't show anything when i tested it in replay i have 'Number of Stored Time and Sales Records' set to 1000 i have market depth data for sure as depth is showing on my dom and t&s window please help @SC Engineering |
| [2019-03-29 02:55:45] |
| whats1thingnow - Posts: 407 |
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@sc support?
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| [2019-03-29 23:51:12] |
| User29419 - Posts: 14 |
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Because the calculation is based on the order book, not actual trades, it won't work in replay. The sum will only be visible when the market is open and there are orders showing in the DOM.
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| [2019-03-30 15:45:55] |
| whats1thingnow - Posts: 407 |
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thanks for the response! but on replay - orders hitting and lifting the market is showing on my dom - depth is showing on my dom - depth is showing on my 'market depth historical study' - orders hitting and lifting the market is showing on my T&S - best bid and best ask are showing on my T&S as well for each order line |
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