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Date/Time: Mon, 24 Feb 2025 16:21:04 +0000



Volume Profile Data Extraction to Spreadsheet

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[2021-03-18 01:30:52]
quin6 - Posts: 22
Hi, I wish to extract a specific type of data from the volume profile and put it into the spread sheet.

I want to extract the TOTAL volume at each price level for a weekly volume profile (1st picture) and put that into the spreadsheet and have it update in real time.

I do not want to have it in the format in the 2nd picture below where there are these weird price ranges with excess columns and the data is sparse. (2nd picture)

I want just the total volume of each bar of the profile updated in real time, that is it.

Is there anyway to do it the way that I want?

Please this will be very helpful, thank you.
Date Time Of Last Edit: 2021-03-18 01:33:20
imageScreenshot 2021-03-17 201731.png / V - Attached On 2021-03-18 01:32:42 UTC - Size: 5.84 KB - 230 views
imageVolumeAtPriceSpreadsheet.png / V - Attached On 2021-03-18 01:32:45 UTC - Size: 19.62 KB - 239 views
[2021-03-18 13:43:14]
Sierra Chart Engineering - Posts: 104368
If the default functionality for outputting Volume at Price data to a Spreadsheet does not do what you require, then you need to use ACSIL to access this data:
ACSIL Programming Concepts: Accessing Volume at Price Data Per Bar

And output the data to the spreadsheet as you need:
ACSIL Programming Concepts: Direct Programmatic Interaction with Spreadsheet Sheets
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

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