Support Board
Date/Time: Thu, 23 Jan 2025 09:39:46 +0000
How to get cumulative Bid vol and ask vol for a price in ACSIL?
View Count: 2264
| [2018-11-23 23:52:15] |
| User718622 - Posts: 57 |
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I want to be able to get the total existing bid volume and ask volume for a given price, like what can be shown in a number bar/footprint chart. The conundrum I am facing with Get Time and Sales is when getting the bid volume or ask volume: Say the current price is at $15. The bid x ask volume so far is 50 and 60 respectively. If I use the get time and sales function to get volume, it starts counting from 0. So say the volume for ask goes up by one, it would show 1 instead of 61. How do I go about getting all bid and ask volume for current and past prices in ACSIL? |
| [2018-11-25 01:36:37] |
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Refer to: ACSIL Programming Concepts: Accessing Volume at Price Data Per Bar 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 |
| [2018-11-26 14:05:51] |
| User718622 - Posts: 57 |
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If I am using numbers bar, how do I access the same data at a specified price level intrabar?
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| [2018-11-26 20:36:43] |
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Refer to the documentation here for this: ACSIL Interface Members - Variables and Arrays: sc.VolumeAtPriceForBars We added documentation for the member function (GetVAPElementAtPrice) for 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 Date Time Of Last Edit: 2018-11-26 22:13:38
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| [2018-11-26 22:11:36] |
| User718622 - Posts: 57 |
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Is it possible to get the bid and ask vol for a specified price level for a loading bar as opposed to a fully loaded bar? I.e intrabar?
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| [2018-11-26 22:12:49] |
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Yes of course. Just use that object and you will see all of this is possible.
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 |
| [2018-11-26 22:12:51] |
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Yes of course. Just use sc.VolumeAtPriceForBars and you will see all of this is possible.
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: 2018-11-26 22:13:10
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