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Date/Time: Thu, 28 Nov 2024 23:35:51 +0000



Post From: How can we get MaxBid or MaxAsk trades, at a price level of a given bar? ACSIL

[2023-03-30 06:37:08]
Sierra_Chart Engineering - Posts: 17210
Yes.

These members are part of the data structure:
// The total volume of all bid trades at price, above or equal to the set
  // volume level.
  unsigned int BidTradeVolume;

  // The total volume of all ask trades at price, above or equal to the set
  // volume level.
  unsigned int AskTradeVolume;

You can use this member function to get an element at a particular bar index and price level:
bool GetVAPElement
      ( const int PriceInTicks
      , const unsigned int BarIndex
      , t_VolumeAtPrice** p_VAP
      , const bool AllocateIfNeeded = false
      );

Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2023-03-30 06:37:41