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Date/Time: Fri, 10 Jan 2025 23:06:33 +0000



[User Discussion] - Vbp bid/ask Spreadsheet study

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[2016-09-22 15:51:29]
User560062 - Posts: 100
Hi, I added a spreadsheet study and could not find details about bid/ask data for each price level? Could this data be exported in any way?

Thanks
[2016-09-22 16:23:31]
Sawtooth - Posts: 4147
These data are not accessible via a spreadsheet study.

You can see the volume (bid+ask) at each price level in columns BA and above if you set 'Output Volume At Price Data' to Yes in the Spreadsheet Study study.
You can see the bid and ask volume for each bar if you add the Bid Volume and Ask Volume studies, or if you add the Numbers Bars Calculated Values study.
[2016-09-22 19:24:48]
User560062 - Posts: 100
Sorry I did not understand. I am not interested in volume by bar. Only interested in volume by price. Are you referring to a different study that is not Volume by price?. I want to be able to export the volume by price bid/ask data for different timeframes.

Thanks
[2016-09-22 20:27:10]
Sawtooth - Posts: 4147
It can't be done with a spreadsheet study.

You would need to code a custom study using ACSIL.
[2016-10-01 10:48:50]
User560062 - Posts: 100
thanks for your reply. can the data be exported from a number bars study perhaps.

also, is it possible to set an alert based on price at level either using volume by price or number bars
[2016-10-01 14:04:19]
Sawtooth - Posts: 4147
Only if you coded a custom study using ACSIL.
Here is a list of programmers:
https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php
Date Time Of Last Edit: 2016-10-01 14:05:47

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