Support Board
Date/Time: Sat, 21 Feb 2026 22:08:54 +0000
Volume Dots and Zooming compatibilites
View Count: 21807
| [2026-02-01 11:54:13] |
| more - Posts: 149 |
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Could you implement a tool like Bookmap? Bookmap shows the full market depth and live order flow in a single view. You have the Liquidity Heatmap, but you don't have the Volume Bubbles with the precision of those of Bookmap, and the ability to see everything together in a single view. And others advanced tools such as Iceberg, Stop Run, and Liquidity Tracker allow you to analyze aggressive pressure and hidden liquidity. Thanks
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| [2026-02-01 15:13:06] |
| Profile Trader - Posts: 180 |
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None of these options are possible using SC with there Denali Data Feed. They have chosen to filter out orders, Not offer replace size, replace price, original timestamp etc (all the info that makes MBO data valuable) from CMEs matching engine. Which is the whole point to subscribing to MBO as a data feed. IF or When SC decides to offer a true MBO data feed Like Rithmic these features could be programmed and implemented. It would be an major upgrade to SC but I've requested it and hoped for it for close to 5 yrs and it hasn't happened. Maybe a new found interest will arise. Doug Date Time Of Last Edit: 2026-02-01 15:14:12
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| [2026-02-17 15:22:55] |
| Sierra_Chart Engineering - Posts: 22936 |
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Refer to the latest updates in version 2883 for the Large Volume Trade Indicator study: https://www.sierrachart.com/index.php?page=doc/Whats_New.php#SCVer2883 We do not understand this because this is already supported: Bookmap shows the full market depth and live order flow in a single view.
This is definitely not true: you don't have the Volume Bubbles with the precision of those of Bookmap
The Large Volume Trade Indicator Study, is 100% precise. It always has been. It cannot be any other way. The Large Volume Trade Indicator study can be used with the Market Depth Historical Graph study. So everything you want is already supported. Always has been. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-02-17 15:27:12
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| [2026-02-19 05:45:33] |
| Profile Trader - Posts: 180 |
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Respectfully SC this is 100% false. You have chosen to filter the data you provide. You can not have a complete picture of any VOLUME based product you offer without ALL the orders. A grave majority of icebergs start out as 1 lot orders. unless something has changed you don't offer 1 lot orders.(please correct me if I am wrong) BM bubble will swell and get larger and larger on an iceberg. Without you offering ALL of the orderbook from the exchange engine no indicator in SC will represent a complete picture on the market. If you need me to grep a complete data file from a true/complete MBO data feed to support this or provide additional information let me know. Doug |
| [2026-02-19 06:59:40] |
| Sierra_Chart Engineering - Posts: 22936 |
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Large Volume Trade Indicator does not use market by order (MBO) data at all. You are talking about something completely unrelated. It is fully related to the study. Large Volume Trade Indicator is based on actual traded volume. And there is no filtering. This is fact. There never has been any filtering. Although within the study, users can control the Minimum threshold level for trades to include. Going back to the original post, what was/is being looked for is combining Volume at the price levels into a single price level when there is visual overlapping. This is currently supported by increasing the Tick Size of the chart. But it does not happen automatically. We will need to look into that. You can not have a complete picture of any VOLUME based product you offer without ALL the orders. You make you make reference to "Volume". Volume is specifically a term for traded volume. Unexecuted orders, have quantities. They are not part of volume. There is no volume filtering ever ever within Sierra Chart or any data feed provided by Sierra Chart. There has never been any volume filtering. Never.
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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-02-19 07:03:15
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| [2026-02-19 16:06:26] |
| Profile Trader - Posts: 180 |
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I stand corrected then....... If you are advising that even though you don't send an order out(via filtering) you represent said order IF it executes? I assume you represent it by only the aggressor order that fills the no existent order(based on filtering) resting in the book... |
| [2026-02-19 18:58:47] |
| Sierra_Chart Engineering - Posts: 22936 |
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Regarding post #105, really this is going into a level of detail beyond how the market data feed from the CME works. Market by order (MBO) data is completely separate from the trade data provided from the CME. The two are completely separate categories of data. One has no dependency on the other. The CME simply provides what is called a summary trade when a trade occurs. There are not any order details about that trade other than whether the buyer or seller was the aggressor. Trailing that summary, is all the individual order quantities that are part of that trade. From the summary trade, Sierra Chart reports multiple trades, each one equaling the quantity of these individual orders. The Large Volume Trade Indicator study really is only going to be more effective, if this option is set to Yes: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) At this point the only thing that we see we need to add the Large Volume Trade Indicator study, after the most recent changes and additions, is automatic combining of the volume data at the price levels. So they do not overlap. We will see about that. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-02-19 19:00:22
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| [2026-02-21 05:55:42] |
| Sierra_Chart Engineering - Posts: 22936 |
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For the Large Volume Trade Indicator study we have started work on dynamic on-the-fly combining of price levels, to combine the displayed volume together to prevent overlap. This dynamically changes as you zoom in and out, and scroll the chart. We should have this done we expect by the end of next week. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-21 05:57:48] |
| Sierra_Chart Engineering - Posts: 22936 |
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We are looking into this: Volume Dots and Zooming compatibilites | Post: 249643 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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