Support Board
Date/Time: Wed, 17 Sep 2025 11:53:46 +0000
Depth of Market Data plots
View Count: 455
| [2022-10-24 20:28:41] |
| Rickty - Posts: 35 |
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Is there a way to plot the historical values of the bid/ask sums shown in the "Depth of Market Data" indicator? I use tick data but would be happy to plot these values on other data samples/time frames. Currently when I add this indicator to tick data charts for ES, for example, I see bids and asks plot along the right margin of the chart as expected and there is a summary plotting on the chart itself above and below price showing both (1) the number of contracts on offer in red above the price/bids in green below the price and (2) the percentage of the total (bid+ask) that each side represents. I would like to graph these two values over a few days if possible? Currently these values plot only as of the most recent tick only. |
| [2022-10-25 14:23:09] |
| John - SC Support - Posts: 41850 |
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You would need to use the Bid and Ask Depth Bars which will allow you to display the Sum Bid Side and Sum Ask Side, so you would need to use 2 copies to get both sets of information. Refer to the information here: Bid & Ask Depth Bars 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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