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Date/Time: Tue, 26 Nov 2024 17:41:33 +0000



Post From: trial AAPL

[2023-09-18 16:29:02]
John - SC Support - Posts: 36300
also i would add heatmap. as i know its market depth study but it shows nothing. i would visualise passive orders. is it because the trial market data?

The short answer is that for U.S. Equities, you can not get Market Depth data during a trial as the NASDAQ TotalView exchange requires that you pay for the data to get Market Depth data.

Just so you are aware - we have a few options when it comes to the U.S. Equities data. First, if you are entering a standard symbol (AAPL) then you will be getting the data from our U.S. Equities Consolidated Tape exchange. We do not have any Market Depth data for this exchange.

We also have a NASDAQ TotalView exchange, that does include the Market Depth data for the NASDAQ exchange. To get this data, you need to add a -NQTV suffix to the symbol (AAPL-NQTV).

And finally, if you are subscribed to both the "U.S. Equities Consolidated Tape" and the "NASDAQ TotalView" then you can get both data combined (Bar and Volume data from Consolidated Tape and Market Depth from NASDAQ) by adding a _MBO suffix (AAPL_MBO).

The Delayed Streaming futures data does include Market Depth data. So you can use those to get an idea of how the system will work.

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also please help me to make a really simple study. i need something which counts the actual delta from the open.
like on a 5minute chart it. +234 -4442 +10022 -505 simply make a summary = +5309

First, you need to get the values themselves, which is easiest to do by using the "Numbers Bars Calculated Values" study. Refer to the information here:
Numbers Bars: Displaying Numeric Information Below Numbers Bars

Then you would use the "Cumulative Sum of Study" to get the accumulated data. Refer to the following:
Cumulative Sum of Study
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing