Support Board
Date/Time: Mon, 23 Dec 2024 11:00:42 +0000
Get Bid/Ask Volumes For Each Strike Price
View Count: 1245
| [2015-09-18 22:16:12] |
| CustomIndicators - Posts: 126 |
|
Using ACSIL, how can I pull the current Bid volume and Ask volume for individual prices? I only found sc.Bid/sc.Ask and sc.BidSize/sc.AskSize. Those only give me the totals without allowing me to control the strike price. |
| [2015-09-18 22:27:44] |
| |
|
This question does not make sense. When you make reference to a strike price, you are referring to an options symbol. So if you have a chart for an option symbol, you can certainly get the bid and ask prices and quantities. There is never a reason to specify the strike price. That is always specified through the symbol. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-09-18 22:36:48] |
| CustomIndicators - Posts: 126 |
|
Sorry, I'm so used to options trading that I must have mixed my thoughts. What I'm trying to ask about is for each price on the ES. The Bid/Ask volume. How can I access the specific bid/ask volume for different prices? Basically, the data from the trading DOM. |
| [2015-09-19 10:03:13] |
| |
|
What you want is the market depth data and you can access that with this data structure: https://www.sierrachart.com/index.php?page=doc/doc_ACSIL_Members_Variables_And_Arrays.html#scSymbolData 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-09-19 18:16:41] |
| CustomIndicators - Posts: 126 |
|
Ah, exactly what I needed. Thank you. :)
|
To post a message in this thread, you need to log in with your Sierra Chart account: