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Direct MessagesDate/Time: Sat, 04 May 2024 20:25:18 +0000
Post From: Incorrect Cumulative Last Size? Based on price and not price + type?
| [2020-01-31 03:51:44] |
| User120942 - Posts: 71 |
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@Sierra Chart Engineering, Is it correct that volume for the Cumulative Last Size at Bid/Ask and the Cumulative Last Size at Price cannot be displayed concurrently in the same column? I was hoping this might now be possible in Sierra Chart, similar to the changes in version 2036 that implemented the option to Display Cumulative Last Size in Current Traded Total Volume. If not, I would accept an additional column to be able display both volume counts at the same time, side by side on the DOM. @seandunaway, Based on your original request above, it seems that we both use the Time and Sales Window with the setting "With Same Price and Type". I also use the Cumulative Last Size at Price columns (see image attached) to compare the volume traded in contrast to the orderbook. The request is intended to consolidate the most recent volume at the bid/ask from the time and sales window into a single column on the DOM with the Cumulative Last Size at price. When the orderbook is reloading it would be easier to see the imbalance in the most recent cumulative volume at the bid/ask compared to the total volume traded at the same price. Many times those imbalances are missed because of the speed of the time and sales window. This would definitely make it easier to see the difference between the cumulative last size at the bid/ask vs the cumulative last size at price. For example: 50(50) at the Bid would tell me that the most recent trades were one sided trades vs 50(500) at the Bid would indicate that there is two sided trading occurring at the current price level and may be a potential breakout or reversal when compared to the size of the orderbook near that price. I could see both values Without having to take my eyes off the column to see both the tape and the cumulative last size. Hope that provides some clarification of my thinking. Thanks |
Attachment Deleted.  Sierra Chart Combined Cumulative Last Size.jpg / V - Attached On 2020-01-31 03:29:26 UTC - Size: 101.41 KB - 547 views Sierra Chart Update 2036 2020-01-15.png / V - Attached On 2020-01-31 03:32:16 UTC - Size: 65.66 KB - 357 views |