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Date/Time: Sun, 24 Nov 2024 20:48:37 +0000



Post From: Cumulative Buy and Sell limit orders in DOM

[2024-05-03 15:00:20]
John - SC Support - Posts: 36238
One way to view the sum of the Bid and Ask Market Depth is to set the option for "Trade >> Chart DOM Settings >> Other >> Display DOM Depth Totals" to "Yes". Then you can view the totals at the top and bottom of the Market Depth. Refer to the following:
Global Trade Settings Windows: Display DOM Depth Totals (Global Settings >> Chart DOM Settings >> Other>> Other Settings)

The problem with the above, is that you have to compress the graph in order to view the information.

Another solution is to use two copies of the "Bid and Ask Depth Bars" study where one has the Input for "Calculation Mode" set to "Sum Bid Side" and the other copy has that Input set to "Sum Ask Side". In this case, the Close of the current bar gives you the sum of the Market Depth values for each side. Refer to the following:
Bid & Ask Depth Bars

If you want, you could then use two copies of the "Text Display for Study" in order to display the values in an easier to read fashion. Refer to the following:
Text Display For Study
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing