Support Board
Date/Time: Tue, 04 Nov 2025 06:00:01 +0000
How can we get MaxBid or MaxAsk trades, at a price level of a given bar? ACSIL
View Count: 666
| [2023-03-30 05:23:14] |
| User272786 - Posts: 17 |
|
Using int maxTradeVolAtPrice = sc.p_VolumeLevelAtPriceForBars->GetMaxVolumeAtPrice(sc.Index, p_VolumeAtPrice->PriceInTicks);
we can get large volume trades, but it is more useful to know if these are Ask or Bid trades. Is there a way to get that info using ACSIL?Thanks |
| [2023-03-30 06:37:08] |
| Sierra_Chart Engineering - Posts: 21298 |
|
Yes. These members are part of the data structure: // The total volume of all bid trades at price, above or equal to the set
// volume level. unsigned int BidTradeVolume; // The total volume of all ask trades at price, above or equal to the set // volume level. unsigned int AskTradeVolume; You can use this member function to get an element at a particular bar index and price level: bool GetVAPElement
( const int PriceInTicks , const unsigned int BarIndex , t_VolumeAtPrice** p_VAP , const bool AllocateIfNeeded = false ); Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-03-30 06:37:41
|
To post a message in this thread, you need to log in with your Sierra Chart account: