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Date/Time: Fri, 14 Mar 2025 09:46:08 +0000

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Aggregating recent ask/bid volume

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[2021-03-31 15:43:00] #1 [Go To First Post]
FilipL - Posts: 13
Hello, is there a way to aggregate recent ask/bid volume within certain ranges? For example: Recent ask volume (RAV) for price 100 = 3 RAV for 100.25 = 5 RAV for 100.50 = 3 RAV for 100.75 = 5 If I set market depth increment on 4 tick then I would like to see a RAV (for price 100) = 16 (3+5+3+5) so as a sum of RAVs within range [100,101) Because with default recent bid/ask volume and depth of a market increment of 4 ticks, my DOM looks like this (attached file) Is there a way to aggregate those RAV and RBV? Thank You in advance.


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[2021-04-16 19:46:07] #2 [Go To First Post]
Nkrastins - Posts: 35
Hello, I have a similar issue here. Can anyone please let me know how to aggregate traded volume on the Bid/Ask Thanks


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[2021-04-16 20:00:25] #3 [Go To First Post]
John - SC Support - Posts: 38653
It is only possible to aggregate the primary Bid and Ask data. None of the other market data columns support aggregation. Refer to the following for how to combine the primary Bid and Ask levels: Chart Settings: Market Depth Combine Increment in Ticks (Chart >> Chart Settings >> Market Depth menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-06-16 15:35:20] #4 [Go To First Post]
Nkrastins - Posts: 35
Quick question, if I hire a 3rd party developer, does he will ability modify the recent volume column settings, or that only can be done if you have the source code? Sorry, if it sounds silly, I just don't know anything about developing. Thanks

[2022-06-16 17:57:34] #5 [Go To First Post]
John - SC Support - Posts: 38653
It's a very good question. It is not possible to manipulate the data that is displayed in any of the DOM columns, but the data is available through our interface. Refer to the information here for example: ACSIL Interface Members - Functions: sc.GetRecentAskVolumeAtPrice() / sc.GetRecentBidVolumeAtPrice() Additionally, there are two columns called "General Purpose 1/2" that can be used to write new data into. Refer to the information here for related information to how this is done: ACSIL Interface Members - Functions: sc.GetDOMColumnLeftCoordinate() For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

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