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ACSIL: a function that returns the Recenet Bid/ask Volume per price

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[2017-03-15 18:00:57] #1 [Go To First Post]
Zosimus - Posts: 345
Is there a ACSIL function that returns the Recenet Bid/ask Volumes like those that can be displayed on the DOM columns ? (Something in the spirit of the sc.GetAskMarketDepthStackPullValueAtPrice() function).

[2017-03-15 20:27:12] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Not at the present time. We will look into adding this. 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

[2017-03-16 15:28:08] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In the next release, there will be two new functions in ACSIL to support this: unsigned int sc.GetRecentBidVolumeAtPrice(float Price); unsigned int sc.GetRecentAskVolumeAtPrice(float Price); 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

[2017-03-16 15:45:20] #4 [Go To First Post]
Zosimus - Posts: 345
Awesome!

[2017-03-16 17:24:24] #5 [Go To First Post]
User132748 - Posts: 159
And how it would be different from: sc.SymbolData->BidDOM[Level].Volume

[2017-03-16 17:33:59] #6 [Go To First Post]
Zosimus - Posts: 345
User330463 The Recent Ask/Bid Volume refers to actual trades as documented here - http://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#ColumnDescription_RecentBidVolume On the other hand the sc.SymbolData->BidDOM[Level].Volume will give you the depth at that Bid level (how many contracts are waiting as limit orders at this Bid price). Date Time Of Last Edit: 2017-03-16 17:36:53

[2017-03-16 18:43:23] #7 [Go To First Post]
User132748 - Posts: 159
Ok right. I saw "DOM" so tought about depth values. All clear now.

[2023-08-15 02:48:27] #8 [Go To First Post]
User370774 - Posts: 25
Do the requested values respect "Recent bid ask volume Timeout in Milliseconds" that get set in DOM setting? Would you have or could link to a small piece of code to give context to the use of unsigned int sc.GetRecentBidVolumeAtPrice(float Price); unsigned int sc.GetRecentAskVolumeAtPrice(float Price); ? Maybe a simple code that compares recent bid volume at a price with that 3 ticks above or similar and how the timeout is considered? Thank you so much! EDIT: never mind I got it working, thank you Date Time Of Last Edit: 2023-08-19 23:26:19

[2024-04-11 02:46:33] #9 [Go To First Post]
masedi - Posts: 37
Hi. I am looking for a similar functionality that you described here. I want to see the recent bid ask volume respecting the timeout setting in the dom. Would you mind sharing the code you did since you mentioned that you got it working? Thanks

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