Support Board
Date/Time: Sat, 01 Mar 2025 14:03:43 +0000
Market Depth Historical Graph Feature Request
View Count: 638
| [2021-09-26 20:09:24] |
| Profile Trader - Posts: 177 |
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SC, Would you consider adding the ability to filter order size represented on the heat map? An example of this would be only showing orders(one order ID) => 50 contracts on the heat map. Thanks, Doug |
| [2021-09-26 21:08:58] |
| John - SC Support - Posts: 38292 |
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Setting the Lowest Quantity for Coloring does this. Refer to the following for the Lowest Quantity for Coloring: Market Depth Historical Graph: Lowest Quantity for Coloring And be sure you are aware of the display of Last versus Maximum depth by the following Input: Market Depth Historical Graph: Use Last Quantity Instead Of Max Quantity For Bars For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-09-26 21:35:35] |
| Profile Trader - Posts: 177 |
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Thanks John for the suggestion. I have actually tried those settings but unless I am doing something wrong I am still getting cumulative numbers. What I am shooting for is too ONLY show a specific order size or greater in the LOB. So if someone has 10 orders of 5 to get too 50 I do not want to see that. But I do what to see if someone put a 50 lot order in. Hope that makes sense. Thanks, Doug |
| [2021-09-27 15:21:38] |
| John - SC Support - Posts: 38292 |
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Ok, we understand what you are looking for. There is not a way to do this, so as you originally asked, it would have to be something we built into the Market Depth Historical Graph, although we will tell you that this request is very difficult, as it would require that we use the information in the Market by Order and then accumulate that information. In other words, this is not something we will be able to get to anytime soon. The one option you do have available at this time is to use the Market by Order which will let you see the individual orders on the book and you can filter them so you only see orders greater than a certain amount. Refer to the information here: Market By Order Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-10-01 20:20:58] |
| Profile Trader - Posts: 177 |
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John, Is there a place within like Technical Studies Reference (or somewhere else) within the SC website that spells out what SC is currently offering/sending out on a MBO data feed? what a listener can call on and use for programming? Thanks, Doug |
| [2021-10-03 19:15:52] |
| John - SC Support - Posts: 38292 |
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In terms of programming for the MBO data, the only ACSIL functions are the following (and the Bid version of it): ACSIL Interface Members - Functions: sc.GetAskMarketLimitOrdersForPrice() For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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