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Date/Time: Thu, 28 Nov 2024 06:54:04 +0000

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[Programming Help] - Bid/Ask Number of Levels

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[2023-05-18 15:34:53] #1 [Go To First Post]
User769783 - Posts: 182
Per the DOM, are the Bid/Ask number of levels equal, or can/will these numbers be different? Thanks

[2023-05-18 18:47:36] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 17199
They definitely will be different. Would be very unlikely they would exactly match. 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-05-18 18:51:15] #3 [Go To First Post]
User769783 - Posts: 182
Is there a function which returns the average price of these levels. As to add all the bid levels and divide by that number? Thanks

[2023-05-19 16:16:46] #4 [Go To First Post]
John - SC Support - Posts: 36350
There is not a single study that does this. And the real issue is that the total number of Bid or Ask levels is not directly available through any particular study. But this information is relatively straightforward to get using a custom study. Refer to the following: sc.GetBidMarketDepthNumberOfLevels For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-05-29 15:30:13] #5 [Go To First Post]
User769783 - Posts: 182
Concerning my personal strategy using this function, can you directly message me? I do not wish to leak my potential strategy. But in the market depth window, the bid and ask levels seems to be equal in length. Would I get the same results if I use sc.GetBidMarketDepthNumberOfLevels() and sc.GetAskMarketDepthNumberOfLevels(). Thanks

[2023-05-30 10:06:47] #6 [Go To First Post]
Sierra_Chart Engineering - Posts: 17199
How many levels do you see in the market depth window? You may have a setting limiting that and that is why they look equal. 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-05-30 12:02:05] #7 [Go To First Post]
User769783 - Posts: 182
I set the settings for market depth to 0 to receive all available levels, as instructed in the documentation. 1400 it max out, according to the market depth window information at the bottom. Im trying to say if sc.GetBidMarketDepthNumberOfLevels() > sc.GetAskMarketDepthNumberOfLevels(), then go long. Vice versa. Do I need to code something extra to get sc.GetAskMarketDepthNumberOfLevels() to update, or does it update on its own? Thanks

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