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Date/Time: Fri, 29 Mar 2024 10:54:26 +0000



How Can I See the Entire Limit Order Book for a Stock?

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[2021-10-21 19:18:16]
Tom - Posts: 1
Is it possible to see the entire limit order book similar to how BookMap would display all limit orders and not just the nearby limit orders? For example if a stock is $20 I want to see all limit orders, even the ones that are at $10 and $30 not just the ones that are close to the current price of the stock.

Are there options available for this in the DOM?

Thanks.
[2021-10-21 21:08:21]
John - SC Support - Posts: 30444
The DOM supports displaying all the Market Depth data that is available. The question is whether your data source is sending the data or not, and possibly if you have limited the amount of data through the settings within Sierra Chart.

Just be aware that the stock data from us (Sierra Chart) does not include any Level 2 Market Depth data. We are working on a new exchange interface that will have this, but it will probably be another 2 months before it is ready. To follow the status of this project, refer to the following Support Board Post:
Upcoming Data Feed Plans 2, New Exchange

Therefore, you options at this time are to either use IQFeed, but we do not display their Market Depth data, so you would have to view that in another program that they supply. Refer to the following for information on IQFeed:
DTN IQ Feed Data Service

Or you could use Interactive Brokers, in which you would see the levels that they provide. Refer to the following for information:
Interactive Brokers Trading Service
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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