Support Board
Date/Time: Tue, 26 Nov 2024 00:28:39 +0000
Post From: Get bid, ask info each price level of a candle bar
| [2024-01-29 21:55:36] |
| John - SC Support - Posts: 36286 |
|
We are not sure what you mean by "programmatically", but the best way to access this information is by creating a custom study. Refer to the following: ACSIL Programming Concepts: Accessing Volume at Price Data Per Bar If you are wanting to do this with an Alert, then refer to the following: Study/Chart Alerts And Scanning: Special Functions For the alert, it would be fairly lengthy, but if you were wanting to test for a Bid volume greater than 100, then your alert condition would look like the following: =OR(BVAP(H, 0) > 100, BVAP(H - TICKSIZE, 0) > 100, BVAP(H - TICKSIZE * 2, 0) > 100) And you can expand from there. The Bid/Ask volumes are not available within the Spreadsheets, so there is not an option to use those to create anything programmatic. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |