Support Board
Date/Time: Thu, 06 Feb 2025 15:22:51 +0000
[Programming Help] - I need help on how to access BidVolumeAtPrice / AskVolumeAtPrice for a drown VP profile
View Count: 767
| [2020-04-27 23:05:30] |
| User712062 - Posts: 14 |
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Hello. Is there a function similar to int GetStudyProfileInformation(const int StudyID, const int ProfileIndex, n_ACSIL::s_StudyProfileInformation& StudyProfileInformation); where you can specified the StudyID and ProfileIndex to obtain BidVolumeAtPrice / AskVolumeAtPrice but for a particular drawn VP profile ?. I understand that with instructions like the ones bellow you could have access to ask volume and bid volume from a VP. but not for a drawn VP profile. at least as far as I know. s_VolumeAtPriceV2 *p_VolumeAtPriceAtIndex; sc.VolumeAtPriceForBars->GetVAPElementAtIndex(sc.Index, ElementIndex, &p_VolumeAtPriceAtIndex); int AskVol = p_VolumeAtPriceAtIndex->AskVolume; int BidVol = p_VolumeAtPriceAtIndex->BidVolume; With these members m_BidVolume m_AskVolume from this function sc.GetStudyProfileInformation you can have access to Bid_AskVolume for a drawn VP profile but they are general volume values not individual volume values at each price. I need help on how to obtain that information from a particular drawn VP profile where I could specify StudyID and ProfileIndex and access Bid_AskVolume per price level. Your help will be appreciated . Thanks in advance. |
| [2020-04-28 00:27:58] |
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Yes the function is: sc.GetVolumeAtPriceDataForStudyProfile() 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 |
| [2020-04-28 20:24:30] |
| User712062 - Posts: 14 |
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Thank You. I am using the function that you suggested on the link above and also used the following members from s_VolumeAtPriceV2 structure Volume;BidVolume;AskVolume and calculated the following on every tick from start index to end index of the profile. VOLUMETOTAL=VOLUMETOTAL+Volume; VOLUMEBID=VOLUMEBID+BidVolume; VOLUMEASK=VOLUMEASK+AskVolume; In order for me to validate the info I was obtaining above was correct I also use the following function n_ACSIL::s_StudyProfileInformation PBVolumeProfile; sc.GetStudyProfileInformation(49, 0, PBVolumeProfile); float ValueVolume = PBVolumeProfile.m_Volume; float ValueBidVolume = PBVolumeProfile.m_BidVolume; float ValueAskVolume = PBVolumeProfile.m_AskVolume; Both are pointing to the same profile id# 49 but the results are not near to be equal. Would you please Guide on what I am doing wrong? Thanks in advance and Thanks again for your help with the link above. |
| [2020-04-28 20:37:04] |
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The Volume by Price study though can display multiple profiles so you have to identify it with the proper ProfileIndex value. Refer to the documentation for more information.
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: 2020-04-28 20:37:14
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