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Date/Time: Fri, 29 Mar 2024 10:03:20 +0000



Market Depth

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[2018-12-06 17:01:45]
User225658 - Posts: 5
Здравствуйте. у меня такой вопрос: я нашла информацию, что биржи NYSE, NASDAQ, AMEX, BATS не транслируют Market Depth, значит ли это что по акциям невозможно узнать ask-volum bid-volum и соответсвенно невозможно строить профиль рынка и delta?

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Hello. I have a question: I found information that the NYSE, NASDAQ, AMEX, BATS exchanges do not broadcast the Market Depth, does this mean that it is impossible to recognize ask-volum bid-volum for shares and accordingly it is impossible to build a market profile and delta?
[2018-12-06 17:18:54]
Sierra Chart Engineering - Posts: 104368
Ask volume and Bid Volume are still supported even without the market depth data. It is not required. You can still create Volume Profile and TPO charts and do difference calculations between these volumes.
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

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