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Date/Time: Wed, 27 Nov 2024 18:47:45 +0000



Market depth totals

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[2023-07-23 18:52:28]
User581066 - Posts: 27
Hi
I have 10 levels of market depth configured in my Dom
But i want to display the totals of only the first 5 levels without setting my dom to show only 5 depth levels
i want to display the total of the first 5 levels of Dom depth but keeping the max depth to 10 levels
Is that possible ?
Date Time Of Last Edit: 2023-07-23 18:52:52
[2023-07-23 23:00:15]
Sierra_Chart Engineering - Posts: 17198
No this is not supported. But you certainly can create a custom study to do what you need:
Advanced Custom Study Interface and Language (ACSIL)

ACSIL Programming Concepts: Programmatically Accessing Historical and Current Market Depth Data

You could display these totals using text drawings:
Using Drawing Tools From an Advanced Custom Study
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
Date Time Of Last Edit: 2023-07-23 23:01:28
[2023-07-24 13:24:47]
John - SC Support - Posts: 36332
You can do this using the "Bid and Ask Depth Bars" study and setting the Input for "Calculation Mode" to "Bid Depth v Ask Depth" and also setting the option for "Chart >> Chart Settings >> Market Depth >> Number of Levels for Bid/Ask Depth Calculations" to "5".

You can then pull the sum of the Market Depth from that study, just note that the Bid depth will be negative, so you would need to multiply it by -1 to make it positive, if that is how you want to display it.
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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