Support Board
Date/Time: Sun, 24 Nov 2024 18:46:24 +0000
Market Depth Levels
View Count: 312
| [2024-05-09 18:48:03] |
| User915038 - Posts: 2 |
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As far as using the market depth levels, I only use 30 levels, and the amount of limit orders in the DOM reflect this, BUT, when I open the Time and Sales Ask/Bid Depth totals, I get the full amount as if I am using all the market depth levels. How can I fix this to show just the 30 levels I am using? For instance now the current Ask Depth is 17K, but in the DOM because I have it set to 30 levels, the amount is 5k+. How can I fix this? Thanks
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| [2024-05-09 20:32:15] |
| John - SC Support - Posts: 36238 |
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The Time and Sales and the Market Depth are two completely different things. The Time and Sales gives the information on trades that have occurred, not the Market Depth. We think you may be referring to the "Market Depth Window" and not the Time And Sales, since you reference a total, which is not available on the Time and Sales window. Since you are on a trial, which means you are using our Delayed Streaming Data, you can control the number of levels that come from the server using the following setting: Sierra Chart Server Settings: Max Depth Levels (Global Settings >> Sierra Chart Server Settings >> General >> General) Set this to a value of 30 and then set the other setting to 0 to allow you to view all the levels, which will be capped at 30. This will make it so the Market Depth Window and the DOM show the same information. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-05-10 06:39:51] |
| User915038 - Posts: 2 |
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Is there a way to bring the market depth totals to the chart, like a built in study or function maybe? Also, since this is a trial could I pay for the Nasdaq Total View to see the pulling and stacking for stocks, even though it would be delayed? Thanks
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| [2024-05-10 15:00:43] |
| John - SC Support - Posts: 36238 |
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Is there a way to bring the market depth totals to the chart, like a built in study or function maybe?
Use two copies of the "Bid and Ask Depth Bars" study and set the Input for "Calculation Mode" to "Sum Bid Side" in one copy and "Sum Ask Side" in the other. The Close of the current bar is the sum of the Bids and Asks. Also, since this is a trial could I pay for the Nasdaq Total View to see the pulling and stacking for stocks, even though it would be delayed?
This is not possible. The NASDAQ requires that you pay for the real-time data in order to get the Market Depth information. And while on a trial we do not allow you to get the real-time data. The only option would be to change to a paid package and then setup the NASDAQ TotalView exchange in order to get the data. In order to get the real-time data (or to connect to a trading service) you need to be on one of the "Integrated" packages. Refer to the information here: Description of Service Packages and Pricing: Integrated Packages To change to a paid package, follow these instructions: Sierra Chart Purchase and License Information: Instructions And then to setup the data for the NASDAQ TotalView, follow these instructions: Denali Exchange Data Feed: *Setup Instructions: All Other Exchanges* 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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