Support Board
Date/Time: Wed, 04 Dec 2024 19:09:30 +0000
Post From: Using sierra chart for stocks
| [2024-11-21 22:17:36] |
| John - SC Support - Posts: 36469 |
|
Here's another question about market depth, I guess from what you'rse saying I can add the exchange to Sierra Market depth right. But, can I delete the ask and bid orders column?
We are not sure what you mean by "I can add the exchange to Sierra Market depth right." We only have Market Depth for stocks through our NASDAQ TotalView exchange. That exchange only has data for trading done on the NASDAQ exchange. This data is referenced by using the standard ticker with a -NQTV suffix (such as TSLA-NQTV). Refer to the following: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes This is in contrast to the "U.S. Equities Consolidated Tape" exchange, which has price and volume date from 14 exchanges, and is the typical data you see for stocks. But, we do not have any Market Depth data for this exchange. This data is referenced by using the standard ticker (such as TSLA). Refer to the following: US Stock/Equities Consolidated Tape Data Feed If you activate both exchanges, then you can get the price/volume data from the U.S. Equities Consolidated Tape with the Market Depth from the NASDAQ TotalView. To this, you enter the symbol with an _MBO suffix (such as TSLA_MBO). The issue is I want to know how much volume the stock has been doing on the current time of day vs other days at this same time. How can that be displayed?
This is precisely what the Relative Volume study does. It looks at the current bar and determines that volume in relation to the average volume for bars with the same timestamp going back however many days you specify. So if you want to know how the current 30 minutes are faring against the average of that same 30 minutes for the past 10 days, you setup the chart as 30 minute bars and setup the Relative Volume study. The default output of the Relative Volume study is the percentage of that bar against the average of those 10 days. If you only want to see a particular time displayed at all times, then that gets a bit trickier and would require the use of the Spreadsheet Study. We can talk about that if it becomes necessary. About market depth and TAS, does it update every second or when new orders enter?
You can control this, but it does depend on incoming data. Refer to the following: General Settings Window: Chart Update Interval (Global Settings >> General Settings >> General >> Update Intervals) I would like to clarify that and if I have any setting wrong, is it possible my TAS and market depth are updating every second instead of when a new order hits?
We are not really understanding the question here. Are you seeing something you are confused by? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |