Support Board
Date/Time: Fri, 22 Nov 2024 17:10:40 +0000
Post From: Bid Depth - Ask Depth (Difference) in a Candlestick chart indicator
| [2024-10-15 16:43:20] |
| John - SC Support - Posts: 36221 |
|
Since you are wanting the "Total depth of the bid side (at time T) - Total depth of ask side (at time T)" the option in the "Bid and Ask Depth Bars" for "Difference (Bid - Ask)" should give you what you want. We are not sure what you are wanting in terms of every millisecond. And it does not help us to reference other systems, as we have not used them. The above will give you the Open, High, Low, and Close at each bar, where the Open is the "Sum of the Bids - Sum of the Asks" at the start of the bar, the High is the highest value of "Sum of the Bids - Sum of the Asks" that is seen within that bar, the Low is the lowest value of the "Sum of the Bids - Sum of the Asks" that is seen within that bar", and the Close is the final value of the "Sum of the Bids - Sum of the Asks" for that bar. If you want to view this at a lower time increment, then you would need to change the Bar Period of your bars. You can not get down to every millisecond, as the charts can only update at a rate of 10 milliseconds. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |