Support Board
Date/Time: Thu, 22 May 2025 19:18:21 +0000
Custom studies advise
View Count: 244
| [2023-09-26 18:56:16] |
| User887126 - Posts: 88 |
|
Hi SC team, What is the best way to get a subgraph of how many orders are cancelling on bid and offer side? Ex: There are 200lot inside bid for NQ at 10:00am and at the next time increment, it is only 150. i want to be able to output the quantity of the cancelled orders (50 in this particular example) and send it to my custom study. please advise. |
| [2023-09-26 20:18:23] |
| John - SC Support - Posts: 39990 |
|
There are no studies that contain the information for changes in the Market Depth. You would either need to keep track of this yourself, or look at the Pulling/Stacking information within your custom study. Refer to the following: ACSIL Interface Members - Functions: sc.GetBidMarketDepthStackPullValueAtPrice() 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: