Support Board
Date/Time: Tue, 01 Apr 2025 22:50:50 +0000
Post From: Display a spread between best bid/offer of X size (MBO filter)
| [2022-12-07 13:44:39] |
| MatZer0 - Posts: 36 |
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Hi, I'd like to replicate a feature visible on the attached screenshot It's very simple, light red and light green lines are the nearest bids/offers that have at least one single order of quantity greater or equal to some predefined minimum number of lots to display. Ie it displays nearest price levels that have at least one order with quantity greater than 20 lots. That's a bit different to 20 separate one lot orders I'd like to see current spread and to draw historical changes of that spread I know Sierra is the most powerful platform and for sure it can be done, but I have no clue how to configure this. Can you please assist me? |
 mbospr.png / V - Attached On 2022-12-07 13:43:16 UTC - Size: 927.25 KB - 124 views Attachment Deleted. |