Support Board
Date/Time: Tue, 22 Apr 2025 12:36:51 +0000
Post From: Modifying Market Depth data with ACSIL
| [2025-01-22 13:32:16] |
| User806682 - Posts: 20 |
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As far as I understand it, it's currently not possible to modify the market depth values using ACSIL. I'll explain the problem I'm trying to solve below: Since last year (2024), there's often a bot on the e-mini order book which automatically moves about 100-200 lots +/-6 points away from the last price, tracking price. You can see this by the highlighted market depth values from the image I've uploaded. These large orders typically outsize most other orders in the order book, making it difficult to see other large orders on the book. I've noticed that other trading platforms have come up with solutions to essentially remove/hide these large orders on the book which track price. If Sierra Chart could create APIs for developers to create studies with algorithms to modify the market depth values, we could bring this solution to Sierra Chart as well. I hope you consider this for your development roadmap. Thank you. |
 market-depth-bot.png / V - Attached On 2025-01-22 13:31:20 UTC - Size: 29.03 KB - 80 views |