Support Board
Date/Time: Thu, 28 Nov 2024 03:57:29 +0000
[User Discussion] - Adding pull/stack columns to depth of market data study
View Count: 3939
| [2016-11-18 08:00:01] |
| Mistic - Posts: 76 |
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"BidStackPullValueAtPrice[sc.ArraySize -1 -Level]=sc.GetBidMarketDepthStackPullValueAtPrice(sc.Bid); AskStackPullValueAtPrice[sc.ArraySize -1 -Level]=sc.GetAskMarketDepthStackPullValueAtPrice(sc.Ask);" I'm trying to add the pull/stack columns to depth of market data study. Every line of code I've tried to access the functions returns me '0's. Can you verify the functions return values or possibly add this to the study? Thank you |
| [2016-11-18 23:56:47] |
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Here is an example that we verified does work. The functions do work correctly. /*==========================================================================*/ SCSFExport scsf_MarketDepthPullingStackingValuesExample(SCStudyInterfaceRef sc) { SCSubgraphRef BidPullingStackingSubgraph = sc.Subgraph[0]; SCSubgraphRef AskPullingStackingSubgraph = sc.Subgraph[1]; if (sc.SetDefaults) { // Set the configuration and defaults sc.GraphName = "Market Depth Pulling/Stacking Values Example"; sc.GraphRegion = 1; sc.AutoLoop = 0; sc.FreeDLL = 0; BidPullingStackingSubgraph.Name = "Bid"; BidPullingStackingSubgraph.DrawStyle = DRAWSTYLE_LINE; AskPullingStackingSubgraph.Name = "Ask"; AskPullingStackingSubgraph.DrawStyle = DRAWSTYLE_LINE; return; } //The following two functions will return 0 if there is no pulling and stacking value at the specified price BidPullingStackingSubgraph[sc.ArraySize - 1] = (float)sc.GetBidMarketDepthStackPullValueAtPrice(sc.Bid); AskPullingStackingSubgraph[sc.ArraySize - 1] = (float)sc.GetAskMarketDepthStackPullValueAtPrice(sc.Ask); } Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-11-19 00:05:27] |
| Mistic - Posts: 76 |
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Thank You
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| [2016-11-21 01:29:59] |
| Mistic - Posts: 76 |
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http://www.sierrachart.com/image.php?Image=1479690802533.png I added this to the top of the example: #include "sierrachart.h" SCDLLName("Stack Pull") I've tried the example and can't get any values. I even tried declaring the function 2 different ways to see if that was needed and still can't get it to work. My trading DOM combined stacking/pulling column is working just fine. Any suggestions as to whats missing or why this doesn't work? thank you Date Time Of Last Edit: 2016-11-21 01:31:22
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| [2016-11-21 02:15:02] |
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You need to enable Trade >> Trading Chart DOM On. Also you need to have the pulling and stacking column added to the Chart DOM. Otherwise, the data is not being maintained.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-11-21 02:15:33
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| [2016-11-21 02:58:20] |
| Mistic - Posts: 76 |
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It did not fix the problem. I enabled trading DOM on and as you can see from my chart image, the pulling/stacking column works and is showing. http://www.sierrachart.com/image.php?Image=1479696942676.png |
| [2016-11-21 03:05:37] |
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Actually thinking about this some more, it does not matter that the Chart DOM is enabled on the chart containing the study using those functions. It only matters that there is at least one Chart DOM displaying this data but it can be in a different chart. It is clear what the problem is now. It has to do with the fact that you are using CTS and there is a price multiplier. We will fix this later today. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-11-21 03:06:06
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| [2016-11-21 05:10:15] |
| Mistic - Posts: 76 |
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Thank you
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| [2016-11-21 05:48:45] |
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There is no need to say thank you.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-11-22 05:50:28] |
| Mistic - Posts: 76 |
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Just installed v1489. Its not fixed. Is the CTS price multiplier fix coming in the next update?
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| [2016-11-22 05:58:48] |
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The change was released in 1489 but we can see now that it was done incorrectly. It was not tested. It will be fixed in the next release. Just give us another day. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-11-22 05:59:06
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| [2018-02-24 17:31:44] |
| User104854 - Posts: 456 |
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Hi. I've added the Market Depth Pulling/Stacking Values Example to my chart in an attempt to send the data to a spreadsheet to use during replay. It shows 2 columns for bid/ask but no data is generated. I'm using the depth of market data study during replay for the bid/ask sizes and values and it's working great. What do I need to do in order to get this working? Thanks. |
| [2018-02-24 17:50:51] |
| Mistic - Posts: 76 |
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This feature was something I built custom. The above example was provided as a way to test my data feed. Much Appreciated.
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| [2018-02-24 19:13:12] |
| User104854 - Posts: 456 |
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So I'll direct this at support but is it a reasonable request to have Sierra Chart add these numbers to the Depth of Market Data study so that they show up in a spreadsheet? Would that be straight forward or is it a big production? Thanks.
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| [2023-05-31 15:26:57] |
| User448728 - Posts: 17 |
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Dear SC-Team, I tested the example and the remote build succeeded but the study isn't working. Do you know the reason? |
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