Login Page - Create Account

Support Board


Date/Time: Wed, 15 Jan 2025 18:48:40 +0000



Worst Position In Queue

View Count: 976

[2017-08-07 10:48:06]
User34947 - Posts: 42
I wonder if you would consider to add a column to the Trade DOM, one may call it Worst Position In Queue (WPIQ)

For example, if we insert a limit order on the bid at price P then

- the start value of WPIQ at price P is the bid size at price P after the order is accepted
- if bid size at price P < WPIQ then WPIQ = bid size at price P
- if X volume trade at P then subtract X to WPIQ

Thank you

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account