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Date/Time: Thu, 23 Jan 2025 18:20:08 +0000



market depth data

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[2018-12-03 19:31:55]
natanibz - Posts: 138
Hello,

- In the market depth historical graph,(and therefore with market depth data) can you show only orders that have been executed? (trades: Limit orders that have been executed) This of course, only at price levels inside the bars.


-About market depth window settings, I looked in Graphics Settings, but i did not find the settings (text size and colour) for market depth window.
Thanks
[2018-12-03 19:43:36]
Sierra Chart Engineering - Posts: 104368
Really what you are looking for is done by the Numbers Bars study:
Numbers Bars

Here is the relevant documentation for the market depth window:
File Menu: Open Market Depth Window (File)
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
[2018-12-05 16:01:57]
natanibz - Posts: 138
Really what you are looking for is done by the Numbers Bars study:

In numbers bars i can see ask and bid volume and trades, but i can't know which trades are limit orders and which trades are not limit orders. Therefore, is it possible to know, using market depth data, which inserted limit orders then become trades? (to see in the chart, in the market depth historical graph, only inserted limit orders that have been executed)
Thanks

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