Support Board
Date/Time: Sat, 01 Mar 2025 16:56:29 +0000
Time & Sales Filtering Ask/Bid Size Less than 1
View Count: 1821
| [2020-02-25 15:35:03] |
| tdd2672 - Posts: 61 |
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I am trying to filter out all ask or bid size from time and sales. However, I noticed that because the option for max size listed is <=. If I enter 0 it will not save. The lowest it will allow me to enter is 1. Therefore, I still have ask or bid size of 1 populating the T&S. I want to do the same with a separate T&S, filtering out all of the opposite size but, obviously, I have the same issue. Could this be changed or added to be < only or is there another way to filter out all ask or bid size?
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| [2020-02-26 20:54:52] |
| tdd2672 - Posts: 61 |
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Is there a solution to this?
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| [2020-02-27 08:08:57] |
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This is not making sense to us. Is the Time and Sales window set to display Bid/Ask Records? If not, we are not understanding what you are intending here.
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 Date Time Of Last Edit: 2020-02-27 08:09:13
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| [2020-02-27 12:29:55] |
| tdd2672 - Posts: 61 |
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I want two T & S windows side by side, one to display bid only and one to display ask only.
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| [2020-03-06 04:19:36] |
| tdd2672 - Posts: 61 |
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Checking in to see if you need additional explanation and/or if there is a solution?
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| [2021-10-05 07:04:20] |
| NightOwlinLA - Posts: 11 |
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Hi tdd2672 and Sierra Chart support, Was there a solution for this? I am too trying to create separate Time and Sales windows, one for ASK volume only, another for BID volume. I was able to have it working the way I want in SIM mode only, but the filters don't work with LIVE data. Please see screenshots and the test chartbook attached. SIM Mode: http://www.sierrachart.com/image.php?Image=1633417257662.png Live Data: http://www.sierrachart.com/image.php?Image=1633417304587.png T&S Settings: http://www.sierrachart.com/image.php?Image=1633417328563.png http://www.sierrachart.com/image.php?Image=1633417355485.png |
 Chartbook1.Cht - Attached On 2021-10-05 07:03:22 UTC - Size: 3.29 KB - 169 views |
| [2021-10-05 17:14:37] |
| John - SC Support - Posts: 38292 |
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You can not create a Time and Sales that has only Bid or Ask. The best you can do is to only display those trades that have a quantity of 1 for the one you do not want to show and not show anything else. To do this, you have to first Not Combine the trades, and then you need to set the Bid Size (or Ask Size) <= 1.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-10-05 17:50:38] |
| NightOwlinLA - Posts: 11 |
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Got it! Thank you, John! If you could please log this possibility as an enhancement request, I'd appreciated it! |
| [2021-10-05 18:19:39] |
| John - SC Support - Posts: 38292 |
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We have set this as a Feature Request.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-10-06 02:59:49] |
| tdd2672 - Posts: 61 |
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Thanks. This will be an appreciated addition.
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| [2021-10-08 15:32:15] |
| tdd2672 - Posts: 61 |
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The best solution I have found is to set the Bid window to show an Ask sale at an unrealistic amount. I have mine set to 500 for NQ. Then do the opposite for an Ask window.
Date Time Of Last Edit: 2021-10-08 16:31:38
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 Ask T and S Window.png / V - Attached On 2021-10-08 15:31:12 UTC - Size: 30.36 KB - 209 views Bid T and S Window.png / V - Attached On 2021-10-08 15:31:21 UTC - Size: 30.07 KB - 197 views Both Windows.png / V - Attached On 2021-10-08 16:31:32 UTC - Size: 99.5 KB - 206 views |
| [2021-10-08 16:40:13] |
| NightOwlinLA - Posts: 11 |
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That's great, does the trick for what I want to see. I set it to combine by Time and Price, bid (or ask) vol > 1000, min input vol and min combined vol > 2 (or 5-10 depending on volatility) to filter out some noise. Thanks, man! |
| [2021-10-08 17:12:19] |
| tdd2672 - Posts: 61 |
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That's pretty much how I modified mine. It makes reading t&s much easier.
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