Support Board
Date/Time: Wed, 27 Nov 2024 19:43:57 +0000
Post From: Volume Traded at Bid and Ask data?
| [2023-07-18 13:20:08] |
| John - SC Support - Posts: 36344 |
|
I have to admit to being very confused as to what you were told previously, as the use of the "Bid Volume vs. Ask Volume" study along with the "Spreadsheet Study" will give you the Bid volume and Ask volume in the Spreadsheet study as it always has. There has not been any change to this particular functionality. Attached is a screenshot of the Spreadsheet Study showing the "Bid Volume vs Ask Volume" and "Cumulative Delta - Volume" studies. As your programmer states, you do need the NASDAQ TotalView exchange in order to get the Market Depth data for U.S. Equities. Just be aware that this exchange does not have the consolidated volume from all exchanges. Refer to the following: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes Be sure to tell your programmer "Thanks" for the kind words. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
 Sierra_Chart_MainWindow_2023-07-18__08_18_14.549.png / V - Attached On 2023-07-18 13:19:45 UTC - Size: 168.42 KB - 79 views |