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Date/Time: Sun, 24 Nov 2024 16:25:27 +0000



[Programming Help] - sc.BidSize / sc.AskSize always 0? Why?

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[2024-05-17 17:45:16]
User275839 - Posts: 61
I have a simple study that logs values from sc.BaseData[]. Although on consecutive calls you can see bid/ask prices, and cumulative bar volume and bid vol and ask vol values are incrementing, sc.BidSize and sc.AskSize are always 0.
In the docs they are listed as "read-only float variables" Does anyone know what those 2 values are and when they are actually valid?


2024-05-17 10:37:57.220 | Chart: NQM24_FUT_CME[M] 1350 Trades #1 | Study: _DataFeedValuesTest_v01 | Bar#/BarVol: 9356/761.00 sc.Bid: 18620.50, sc.Ask: 18621.00, sc.BidSize: 0.00, sc.AskSize: 0.00
2024-05-17 10:37:57.220 | Chart: NQM24_FUT_CME[M] 1350 Trades #1 | Study: _DataFeedValuesTest_v01 | BAR#: 9356, sc.BidVolume: 429.00, sc.AskVolume: 332.00, sc.UpTickVolume: 386.00, sc.DownTickVolume: 375.00
2024-05-17 10:37:57.220 | Chart: NQM24_FUT_CME[M] 1350 Trades #1 | Study: _DataFeedValuesTest_v01 |
2024-05-17 10:37:57.717 | Chart: NQM24_FUT_CME[M] 1350 Trades #1 | Study: _DataFeedValuesTest_v01 | Bar#/BarVol: 9356/762.00 sc.Bid: 18620.25, sc.Ask: 18620.50, sc.BidSize: 0.00, sc.AskSize: 0.00
2024-05-17 10:37:57.717 | Chart: NQM24_FUT_CME[M] 1350 Trades #1 | Study: _DataFeedValuesTest_v01 | BAR#: 9356, sc.BidVolume: 430.00, sc.AskVolume: 332.00, sc.UpTickVolume: 386.00, sc.DownTickVolume: 376.00
2024-05-17 10:37:57.717 | Chart: NQM24_FUT_CME[M] 1350 Trades #1 | Study: _DataFeedValuesTest_v01 |
2024-05-17 10:37:58.212 | Chart: NQM24_FUT_CME[M] 1350 Trades #1 | Study: _DataFeedValuesTest_v01 | Bar#/BarVol: 9356/765.00 sc.Bid: 18620.25, sc.Ask: 18620.50, sc.BidSize: 0.00, sc.AskSize: 0.00
2024-05-17 10:37:58.212 | Chart: NQM24_FUT_CME[M] 1350 Trades #1 | Study: _DataFeedValuesTest_v01 | BAR#: 9356, sc.BidVolume: 431.00, sc.AskVolume: 334.00, sc.UpTickVolume: 386.00, sc.DownTickVolume: 379.00

Date Time Of Last Edit: 2024-05-17 18:38:40
[2024-05-17 18:36:28]
Sierra_Chart Engineering - Posts: 17156
This is not what we see from that log:
sc.Bid and sc.Ask are always 0.

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
[2024-05-17 18:40:33]
User275839 - Posts: 61
D'oh! I mean sc.BidSize and sc.AskSize. I'm simply logging the variables sc.BidSize and sc.AskSize on each pass through the study. When would those be non-zero?
[2024-05-17 19:45:15]
Sierra_Chart Engineering - Posts: 17156
They will be nonzero when connected to the data feed, the market is open, and the chart is not being replayed.
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
[2024-05-17 22:04:43]
User275839 - Posts: 61
Oh... I checked my code and the docs again. I was using %.2f to format the integer values sc.BidSize and sc.AskSize. I changed the formatting to %d and the values now print as expected.

Thank you for clarifying when those values are accessible and valid.

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