Support Board
Date/Time: Mon, 25 Nov 2024 01:30:37 +0000
ACSIL: a function that returns the Recenet Bid/ask Volume per price
View Count: 1966
| [2017-03-15 18:00:57] |
| Zosimus - Posts: 345 |
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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] |
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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] |
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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] |
| Zosimus - Posts: 345 |
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Awesome!
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| [2017-03-16 17:24:24] |
| User132748 - Posts: 159 |
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And how it would be different from: sc.SymbolData->BidDOM[Level].Volume |
| [2017-03-16 17:33:59] |
| Zosimus - Posts: 345 |
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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
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| [2017-03-16 18:43:23] |
| User132748 - Posts: 159 |
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Ok right. I saw "DOM" so tought about depth values. All clear now.
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| [2023-08-15 02:48:27] |
| User370774 - Posts: 25 |
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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
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| [2024-04-11 02:46:33] |
| masedi - Posts: 40 |
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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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