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Date/Time: Mon, 29 Apr 2024 04:58:51 +0000

[Programming Help] - Real Time Level 2 Data Analysis

[2020-10-09 13:03:19] #1 [Go To First Post]
User508757 - Posts: 3
Hello, hope you're doing good. Does Sierra Chart have a tool or plugin to analyze in Real-Time Level II data (Market Depth Data)? Or can a tool be created by users? Specifically, I want to be able to view the number of stock buys and sells in a time period, for example in 5 second time intervals or higher time intervals. I basically want to display summarized cumulative ticks and summarized tape reader data in correlation to one another within separate graphs. I’d also like an alert when there is divergence. By divergence I mean when an interval on this graph of Level II Buys and Sells shows the opposite of what a bar is showing in a bar chart. For example, at 9:40am a bar in the bar chart may display a green bar with an increase in stock price, but the Level II Market Depth Data graph shows more sells than buys at the same time (9:40am) and a divergence alert is indicated. I would like the divergence alert displayed on both the Level II graph and the stock bar chart. I searched the site and found the following articles but they don't completely answer my questions: Tick by Tick Data Configuration Sierra Chart Exchange Data Feed I look forward to hearing from you. Jason

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