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Direct MessagesDate/Time: Wed, 15 May 2024 04:43:25 +0000
Market depth visual heatmap
View Count: 3708
| [2019-12-18 01:43:33] |
| User87693 - Posts: 2 |
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I’m looking to get a visualization of the depth as I look at stocks. Like a bookmap style view. I have all levels of depth with Interactive Brokers TotalView for the NASDAQ. Is there a way for the program to color that relative volume at levels without setting my own thresholds. Will the program understand when I open AAPL for example that the relative order size at a price is worthy of coloring darker or lighter. Most of the examples I’ve seen are on futures where people are selecting the threshold. It’s different when you’re moving from stock to stock. Date Time Of Last Edit: 2019-12-18 01:44:11
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| [2019-12-18 17:34:31] |
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Regarding using Interactive Brokers market depth data for equities, refer to: Interactive Brokers Trading Service: Accessing Level 2 / Market Depth Data for Stocks You do have to set the threshold levels for the separations between the colors, but you can define percentages of the Maximum Depth to use. Refer to this Input for the Market Depth Historical Graph: Market Depth Historical Graph: Use Percent or Actual Values for Threshold Levels 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 |
| [2020-11-05 20:22:46] |
| User226530 - Posts: 5 |
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Hey SC! here (Interactive Brokers Trading Service: Accessing Level 2 / Market Depth Data for Stocks) you say: To access Level 2 data for stocks in Sierra-Chart when connected to Interactive Brokers Trader Workstation, it is necessary that the symbol the chart is set to specifies the specific exchange code the symbol trades on. You cannot use SMART for the exchange code. But how to do this? I also have all levels of depth with Interactive Brokers TotalView for the NASDAQ and when I open the DOM in the TWS, I can see the market depth, but when I open a Stock in SC, its just showing me the Level 1 top of the book price levels? What do I miss? Since I'm trying to fix this since hours I asked myself to cancel Interactive Brokers and get your SC Data Feed, but I can't find any information, if you have market depth data? (and of course more than 10 ticks) I've read, that Rithmic also isn't the best way to go when using SC and want to have a deep market depth data? What do u recommend? Greets! Date Time Of Last Edit: 2020-11-05 20:23:21
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| [2020-11-07 04:24:48] |
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We really cannot help with Interactive Brokers market depth data. and get your SC Data Feed, but I can't find any information, if you have market depth data? (and of course more than 10 ticks) We are actually working on offering Real-time stock data with level 2 and it is one of our near-term tasks. We hope to get it out in about 3 months.
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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