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Date/Time: Sat, 21 Sep 2019 12:41:26 +0000



Cumulative last size

[2019-06-12 20:10:30]
User495158 - Posts: 24
Hello!

Let say that, for example, the current price is 2850.00 bid, 2850.25 offer.

Normally, cumulative last size would only display contracts trading at the best bid or offer. For example, if 10 contracts trade at 2850.25, than 20, than 5 - that would equal to 35 cumulative last size, and it would be displayed by the offer. If it then starts trading to 2850.00, the cumulative last size previously displayed would disappear and it would be shown instead for the bid.

Is it possible to display simultaneously cumulative last size for both best bid and offer?

Thanks
[2019-06-18 03:33:43]
Sierra Chart Engineering - Posts: 76441
Yes this can be done by using the Recent Bid Volume and Recent Ask volume market data columns. Refer to:

https://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#ChartTradeDOMColumnDescriptions

https://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#ColumnDescription_RecentBidVolume
Sierra Chart Support - Engineering Level

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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-06-18 03:33:54

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