Support Board
Date/Time: Sat, 28 Jun 2025 02:43:18 +0000
Market Depth Calculated Values
View Count: 606
| [2021-09-14 23:19:08] |
| Atmos37 - Posts: 11 |
|
2 Questions (based on Sierra Denali data feed): Is there a way to show market of depth totals on the number bars calculated values, the same as what is shown on the DOM graph? I use a 15s footprint chart with the DOM graph to monitor volume and would like to be able to see historical totals of depth of market (similar to pulling and stacking values) at the close of each numbers bar, if that is possible! Is there a study showing the real time totals of depth of market for a prescribed number of depth of market levels for both the bid and the ask limit orders (same as DOM graph), that can be shown beneath a price chart? Thank you |
| [2021-09-15 14:54:07] |
| John - SC Support - Posts: 40645 |
|
1. There is not a way to show this in the Numbers Bars Calculated Values. But take a look at the Bid and Ask Depth Bars study, as this has what you are looking for: Bid & Ask Depth Bars 2. The only way to show a specific number of levels is to limit the number shown in the DOM, in which case other studies will use that information to do their calculations. Refer to the following setting: https://www.sierrachart.com/index.php?page=doc/ChatSettings.html#MaximumMarketDepthLevels For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: