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Date/Time: Wed, 27 Nov 2024 03:55:47 +0000



[Programming Help] - Hoe to get highest ask/bid price and lowest ask/bid price in a bar

View Count: 235

[2024-08-17 03:08:06]
User395175 - Posts: 87
Hi, any way using ascil to get highest ask/bid price and lowest ask/bid price in a bar? not just ask/bid price when the bar closes... and display highest ask/bid price and lowest ask/bid price of each bar in chart.
Date Time Of Last Edit: 2024-08-18 01:52:13
[2024-08-19 02:52:33]
User395175 - Posts: 87
i think its possible to do it in sc, but does sc provide any ascil function to allow user access this info in each bar?
[2024-08-19 08:34:59]
User395175 - Posts: 87
sc engineer here?
[2024-08-19 16:10:50]
John - SC Support - Posts: 36309
Refer to the following:
ACSIL Programming Concepts: Accessing Volume at Price Data Per Bar
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-08-20 04:03:12]
User395175 - Posts: 87
OH, i see. can u give me an example using sc.VolumeAtPriceForBars Member Function to find highest ask/bid price and lowest ask/bid price in each bar on chart? and if theres no volume data at high/low price level, replace them as high/low last trade price?

Will sc.VolumeAtPriceForBars return both ask volume and bid volume at each price level? for each bar, highest price level that has bid volume is the highest bid price in this bar, lowest price level that has ask volume is the lowest ask price in this bar, is it right?
Date Time Of Last Edit: 2024-08-20 04:22:25
[2024-08-20 15:18:33]
John - SC Support - Posts: 36309
There is a lot of code and examples in the ACS_Source folder under your main Sierra Chart installation. Look through those to see if there is something that can help you with what you are looking for. Refer to the following:
How to Build an Advanced Custom Study from Source Code: Searching for Source Code for Sierra Chart Built-In Studies

Otherwise, we do not give programming help. But you are welcome to post to this board and mark the post as "Programming Help" and others may help you with your questions.
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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