Support Board
Date/Time: Sat, 23 Nov 2024 01:55:47 +0000
Filtering INDIVIDUAL orders
View Count: 1266
| [2021-03-08 14:25:53] |
| George B. - Posts: 6 |
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Good day, Can someone please help me with filtering orders on number bars (footprint chart). Is there a way to filter individual orders on a price level on number bars? To set in a way to just show individual orders that are bigger than a certain numbers of contracts set by me? But i don't want small orders to added on top of that unless of course there is another individual order at least as big of what i set. For example if i want to set euro futures to only show individual orders with 25 contracts , i don't want after to be shown on the same level on the same candle a order with 5 contracts but to be at least 25. I really hope it makes sense. I have tried everything and looked everywhere in the settings but i couldn't find a way of doing it. It may be something that i'm missing. I have attached a picture as well (in the picture are 30min candles). Please let me know if you need more details. Thank you |
 Screenshot 2021-03-08 140840.jpg / V - Attached On 2021-03-08 14:18:28 UTC - Size: 274.74 KB - 420 views Attachment Deleted. |
| [2021-03-08 16:55:20] |
| John - SC Support - Posts: 36238 |
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You have to filter the chart to do what you are asking. Refer to the following settings: Chart Settings: Volume Filter (Chart >> Chart Settings >> Data Limiting >> Volume Filter Settings menu) We see that you are using the Delayed Streaming Data Feed, in which case you may also want to makes sure the following is set to Yes: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-03-09 09:56:50] |
| George B. - Posts: 6 |
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Thank you very much for taking the time and answer. Much appreciated. I have tried with all those settings but orders are still adding to each other. What i want is ONE order to show a specific quantity set by me. One trade only. I have attached a picture again. On this specific picture i have chosen for number bars to filter trades with bigger size than 25 but as you can see the number bar printer other orders as well.Thank you |
Attachment Deleted. Screenshot 2021-03-09 094705.jpg / V - Attached On 2021-03-09 09:56:15 UTC - Size: 454.55 KB - 352 views |
| [2021-03-09 17:07:22] |
| John - SC Support - Posts: 36238 |
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The Time and Sales uses a different set of filters than the Chart. So if you want to filter both, then you have to set the filter twice. Once for the chart and again for the Time and Sales Window. Refer to the filter options for the Time and Sales Window here: Time and Sales Window: Time and Sales Settings For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-03-09 18:20:29] |
| George B. - Posts: 6 |
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I only used the time and sales window to show what i want to be printed on the number bars.I don't want to use time and sales windows I will try and explain again, i want INDIVIDUAL orders to be filtered with a set amount of contracts into footprint chart. For example , i want to have a euro futures footprint chart that only prints orders larger than 25 contracts and nothing else. Is that possible with sierra charts? i know is possible with other platforms. Please refer to the picture that i attached on the first post. Thank you |
| [2021-03-09 20:00:08] |
| John - SC Support - Posts: 36238 |
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You need to set the chart filtering to: "Exclude <= 24". One advantage to the Denali Exchange Data Feed is that it allows you to combine trades into the original summary trade, so you can see the large trades as they were intended and not broken into smaller pieces. Refer to the following: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-09-17 08:11:57] |
| User565063 - Posts: 4 |
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Hi George, were you able to implement that? I am trying to do the same thing but I am a bit lost here. Thanks for your update
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