Support Board
Date/Time: Wed, 27 Nov 2024 23:26:39 +0000
Post From: Calculation of stacking and pulling values from historical market depth
| [2023-03-07 12:27:08] |
| Sierra_Chart Engineering - Posts: 17198 |
|
Yes and trades affect the values as well: I believe that historical stacking/pulling values are not stored anywhere, so are these values calculated simply from changes in the market depth at each price during the replay, or are the traded volumes on each bar also taken into account (as they would also impact resting liquidity)?
There is no historical data available for these. 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 |