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Date/Time: Sat, 05 Jul 2025 03:34:27 +0000



Market Depth Window

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[2024-11-22 17:10:42]
User990339 - Posts: 6
Hi.

Is there a way to calculate the difference between Ask Orders and Bid Orders?

File > Open Market Depth Window > by default it shows the following:

Bid Price, Bid Qty, Bid Orders, Ask Price, Ask Qty and Ask Orders as shown in the screenshot below https://prnt.sc/uwWcdpIcbvMS

My request is, can SC calculate the difference between Ask Orders and Bid Orders as a percentage?

Please advise.

Thanks.
[2024-11-22 17:19:28]
John - SC Support - Posts: 40745
There is nothing built into the system that allows for calculating the difference between the Bid and Ask Market Depth data at a specific level. To do this, you would need to create a custom study. Refer to the following:
ACSIL Interface Members - Functions: sc.GetAskMarketDepthEntryAtLevel

https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php

You can view some various information for the total sum of the Bids and Asks by using the "Bid and Ask Depth Bars" study. Refer to the following:
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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