Support Board
Date/Time: Fri, 22 Nov 2024 04:35:54 +0000
Access Data from Bid and Ask Number of Orders DoM Columns
View Count: 105
| [2024-10-24 15:23:31] |
| tdd2672 - Posts: 61 |
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How can I pull the # of standing orders on the DoM in order to create indicators or alerts? I've looked in the Numbers Bars Calculated Values studies but didn't notice this particular set of data listed in either study. Is there some other way to access it? I want to do something similar with it that I have done with the Pull/Stack data that I access from the Numbers Bars Calculated Values 2 study.
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| [2024-10-24 17:10:13] |
| John - SC Support - Posts: 36203 |
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Refer to the following study: Depth of Market Data Otherwise, you would need to access the data from a custom study. Refer to the following: sc.GetAskMarketDepthEntryAtLevel https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-10-24 19:40:16] |
| tdd2672 - Posts: 61 |
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It appears that the Depth of Market Data study only shows bid and ask size for each price and pull/stack for the same. I'm trying to access the limit order data that are shown on the DoM on the attached image. One column is showing limit volume and I believe that the other column are limit orders.
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 SC DOM Oders and Volume.png / V - Attached On 2024-10-24 19:31:51 UTC - Size: 103.05 KB - 20 views Attachment Deleted. |
| [2024-10-24 20:09:48] |
| John - SC Support - Posts: 36203 |
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The only way to get the number of orders is to use a custom study. Refer to the following (note that both Quantity and NumOrders are part of the s_MarketDepthEntry structure: sc.GetAskMarketDepthEntryAtLevel 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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