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Date/Time: Mon, 25 Nov 2024 05:22:48 +0000



bid/ask depth bars

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[2013-10-13 21:41:43]
SgtJ - Posts: 154
We have a few calculation methods for this study. Can you add the ability to SUM:
1. Just the Ask side.
2. Just the Bid side.

Two subgraphs, abv/below zero line similar to the way the "bid volume vs ask volume" study displays. thx

see pic
Date Time Of Last Edit: 2013-10-13 21:45:36
imagebidask depthbars.png / V - Attached On 2013-10-13 21:41:31 UTC - Size: 6.82 KB - 736 views
[2013-10-15 01:48:45]
Sierra Chart Engineering - Posts: 104368
We will see about this.
Sierra Chart Support - Engineering Level

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[2013-10-15 19:03:38]
Al SC Developer - Posts: 434
In ver 1036, there is a new option "Bid Depth vs Ask Depth", which will show the bid and ask depth in a similar fashion as the bid volume vs ask volume study.
[2013-12-03 15:52:31]
SgtJ - Posts: 154
Al, thanks for the addition. I think what I said above was a little misleading re bid vs ask study. W/ the new option was hoping it would still display in a fashion that showed the OHLC of the individual bars similar to how the other depth options work...is that a doable change/option?
[2013-12-05 19:46:19]
SgtJ - Posts: 154
Also being able to hide/ignore the difference subgraph...currently can't be hidden.
[2013-12-13 13:38:34]
ganz - Posts: 1048
Hello SC Support

http://www.sierrachart.com/index.php?l=doc/doc_TechnicalStudiesReference.html#s213

Is this correct?
Total Ask Depth and Total Bid Depth are calculated every time there is a change with market depth.
Or is this a snapshot of Total Ask Depth and Total Bid Depth if a trade takes place?

Thank you.


[2014-01-07 22:41:55]
Al SC Developer - Posts: 434
In ver 1075, two new options were added to match your original request (Sum Bid Side and Sum Ask Side). These will display with OHLC bars. Also, the difference sub-graph (and others) can be changed/hidden.
[2014-01-08 01:45:42]
Sierra Chart Engineering - Posts: 104368

Or is this a snapshot of Total Ask Depth and Total Bid Depth if a trade takes place?
Total Ask Depth and Total Bid Depth are calculated when there is a change at the best bid/ask level. We will correct the documentation.
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

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