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Date/Time: Tue, 22 Apr 2025 02:36:33 +0000



Depth sum and number of levels

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[2025-02-13 02:04:42]
User581066 - Posts: 31
Hi,
I have my dom to display 100 levels of bid and ask depth on the dom.
I want to have the sum of each side, but only for the first 10 Levels. I also want to keep the 100 levels on the dom. Is there a way to do that?

Thank you
[2025-02-13 02:19:22]
Sierra_Chart Engineering - Posts: 19290
No there is no support for this.
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: 2025-02-13 02:19:35
[2025-02-13 15:05:47]
John - SC Support - Posts: 39395
You can do this, but you need to use the "Bid and Ask Depth Bars" to get the sums you want. You can not do it directly from the DOM.

To start, set the following option to the number of depth levels you want to actually calculate for (10 from what you stated):
Chart Settings: Number of Levels for Bid/Ask Depth Calculations (Chart >> Chart Settings >> Market Depth menu)

Then add the "Bid and Ask Depth Bars" to the chart and set the "Calculation Mode" to "Bid Depth vs Ask Depth". The Subgraph for "Ask Depth" will have the sum of the Ask market depth for 10 levels and the "Bid Depth" will have the sum of the Bid market depth for 10 levels - note that the Bid Depth will be a negative number, so you will have to adjust this if you use it elsewhere. Refer to the following:
Bid & Ask Depth Bars
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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