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Date/Time: Sun, 03 Mar 2024 22:47:53 +0000

DOM Bid/Ask Size Alert

View Count: 830

[2020-04-09 18:06:46]
User624750 - Posts: 27
How can I set up alert (sound, popup window, color this size) for some MarketDepth bid/ask size greater then X?
For Example:
I am looking for bid/ask size greater then X for any price in DOM.
If bid/ask size greater then X appear in book then I will receive some alert (sound, popup window, color this size).
It is very important to receive a sound alert!!!
Thanks in advance.
[2020-04-22 20:42:44]
User624750 - Posts: 27
Help me please...
[2023-11-18 21:40:03]
User538374 - Posts: 1
Interested in this too! Bumping thread.
[2023-11-20 19:50:48]
John - SC Support - Posts: 29568
You can do this by adding the "Depth of Market Data" study along with the "Spreadsheet Study". You need the Spreadsheet Study in order to be able to view/manage the data as it flows.

In the Spreadsheet Study you would put in the following for Column K to find all Bid Depth levels that are greater than 200 (for example):
=IF(ID1.SG1@3 > 200, 1, 0)

Then in Column L you would use the following to denote at row 3 if there are any values anywhere in the range:
=IF(ISNUMBER(VLOOKUP(1, $S$3:$S$2000, 1)), 1, 0)

You can then set an alert for when Column L is a value of 1.

Refer to the following:
Depth of Market Data

Spreadsheet Functions
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