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Date/Time: Tue, 23 Apr 2024 22:32:30 +0000



Tick size and Volume within DOM custom columns

View Count: 2707

[2021-06-17 16:32:32]
User328217 - Posts: 1
Hi there Support,

I'm playing with the DOM config, and when changing the tick size (Chart Settings), I've noticed that the columns "Recent Bid Volume", "Recent Ask Volume", "Current Traded Bid Volume" and "Current Traded Ask Volume" still maintain the default tick size configuration. Is there any way to group volume by the selected tick size?

Thanks in advance.

http://www.sierrachart.com/image.php?Image=1623947360855.png
[2021-06-17 18:45:03]
John - SC Support - Posts: 31059
In general, the answer is no, there are no controls to combine the other Market Data columns in the same way that the Bid and Ask volume can be.

But, you have us a bit curious, as changing the actual Tick Size will not affect the Bid and Ask. Are you changing the Combine Increment in Ticks?
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[2021-06-30 11:49:55]
lckmidnight - Posts: 1
Hello, i have the same issue with non bid/ask DOM columns not being affected by Combine Increment in Ticks.

In the example picture i have attached to this post, you can see i have set a custom tick size on 10 for BTCUSDT_PERP_BINANCE,
wih combine increment in ticks set to 1.

Bid and ask columns are displayed correctly, but custom columns, like Recent Bid Volume, on the right of the picture, are not impacted by the settings.
I thinks the expected behavior should be that those custom columns should react the same way as bid/ask columns.

It would be great to have this fixed.

Thank you
imagea.png / V - Attached On 2021-06-30 11:45:51 UTC - Size: 89.06 KB - 408 views
[2021-07-18 11:57:00]
Br4m_H4 - Posts: 2
+1 same problem
[2021-08-06 04:20:53]
User632412 - Posts: 1
The same problem too. I think its not a big deal to fix that. It would be very helpful and useful.
[2021-11-04 14:35:16]
RocMarci - Posts: 11
Hello, I have the same problem. Did anyone find a solution yet/has it been fixed yet? or is it still not possible to increase Tick Size on other columns?

The way it is currently is problematic because using the combine increment in Ticks function implies not being able to use other columns.

Thank you & Cheers RocMarci
Date Time Of Last Edit: 2021-11-04 14:48:42
[2021-11-04 15:34:03]
John - SC Support - Posts: 31059
This has not changed yet.
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Sierra Chart Teton Futures Order Routing
[2022-03-31 15:50:27]
User66297 - Posts: 12
+1 for this feature. Would be very useful when trading certain instruments like NQ where its difficult to trade with a tick size of 1.

Would appreciate it if you could incorporate the suggestion in the first post.
[2022-04-26 12:19:29]
User343435 - Posts: 1
+1 for this feature! 100% would really love to be able to combine the other columns also

I tried setting the Market Depth Combine Increment in Ticks to 1 but found it doesn't change the custom columns

https://www.sierrachart.com/index.php?page=doc/ChartSettings.html&CAID=default#MarketDepthCombineIncrementInTicks
Date Time Of Last Edit: 2022-04-26 13:18:28
[2022-09-02 14:36:47]
BubuzinTrader - Posts: 11
+1 again, this would help a lot
[2022-09-02 17:36:50]
John - SC Support - Posts: 31059
We are actually working on this right now and came across a question to ask about a specific item implementation.

The question is with regards to the option to have the Cumulative Last Size display in the Current Traded Total Volume column. There are a few ways to handle this and we would like feedback on what our customers think is the best way to handle this.

1) Make the Cumulative Last Size (and Last Size) columns follow the Combine Increment in Tick Size.

2) Have the Cumulative Last Size continue as it is without combining the increments and display in the Current Traded Total Volume column (which is combined) at the actual prices at which it occurs.

3) Have the Cumulative Last Size continue as it is without combining the increments and display in the Current Traded Total Volume column as a combined increment, therefore the price at which it is shown is the "rounded" price and matches to the levels in the Current Traded Total Volume, but the level will not match exactly to what is shown in the Cumulative Last Size column.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-09-04 02:03:39]
BubuzinTrader - Posts: 11
In my opinion, the first option is best
[2022-09-04 03:57:59]
User66297 - Posts: 12
Option 1 would be best.
[2022-09-04 08:30:49]
caxxxxxx - Posts: 12
Option 1)
[2022-09-06 16:55:42]
John - SC Support - Posts: 31059
Thank you for the feedback. We will have the Cumulative Last Size and Last Size columns also abide by the Combine Increment option, when activated (there is an additional option to apply the Combine Increment to the other columns).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-10-20 15:56:32]
FadeTheExtreme - Posts: 38
When will this gets released?
[2022-10-20 19:11:23]
John - SC Support - Posts: 31059
Sorry, we are still working on it. It is being worked on, that is the good news, but there are other things that come up that push the work on this aside. So we can not say for sure when we will get it done.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-05-18 22:05:46]
User66297 - Posts: 12
Any updates on this? Would love to see this added.
[2023-05-19 16:38:19]
John - SC Support - Posts: 31059
Sorry, no new updates. Same status at this point.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-12-05 17:32:26]
BonoboTrades - Posts: 8
Can't wait for this, it's gonna be great :)
[2023-12-12 18:58:59]
User388488 - Posts: 5
Also very interested here. Thx!
[2023-12-13 23:15:02]
John - SC Support - Posts: 31059
We apologize for how long this has taken, but we do have a first step complete. In version 2571 (the next Pre-Release that we will be putting out), the ability to combine the Recent Bid/Ask columns to the same tick increment as set for the Bid/Ask Market Depth, will be available.

There is a new setting in "Chart >> Chart Settings >> Market Depth" for "Apply Combine Increment in Ticks to Recent Bid/Ask Volume Columns". When this is set to "Yes", then the same "Combine Increment in Ticks" that is set on that page will apply to the Recent Bid/Ask columns.

We will continue to work on getting the other columns updated to using this as well.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-12-18 12:10:21]
ticinotrader - Posts: 377
Dear Support,

Thank you for implementing this - it works very well!

I am currently building a new chartbook using this feature and I see that the combination of recent bid/ask volume correctly adjusts the height of the cell background of these columns when enabled (in the attached screenshot I am referring to the background of the last traded recent bid/ask volume).

The same combination feature has long existed for the Bid Side/Buy Ask/Sell columns, but the height of their volume bars does not adjust properly.

In addition to the new recent column feature, can you please check and adjust the volume bar height of the bid-ask/buy-sell columns to automatically fill the available cell as well?

This would make the combined DOMs visually perfect as well in their recent state (the current traded info can already be properly displayed/replaced by the volume profile study).

Thanks in advance.
image20231218_130847.png / V - Attached On 2023-12-18 12:09:52 UTC - Size: 68.16 KB - 96 views

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