Support Board
Date/Time: Tue, 04 Mar 2025 14:54:34 +0000
Number of orders - how to export to spread sheet or plot on chart
View Count: 889
| [2021-12-09 10:43:40] |
| VolTrader73 - Posts: 136 |
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Hello. I can see the number of orders in the DOM. How can I export them to spreadsheet like I do with the pull stack data ? Or can I use a study to plot them on the chart ? thank you Most right column in the DOM screen shot https://www.sierrachart.com/image.php?Image=1639045882137.png Also, to make sure I clearly understand the meaning of the number of orders, I assume this is showing what the MBO refers to ? i.e. - the number of individual orders "behind" the total size at each level. If so, will the number of orders be 2 for a size (example) 10 if I am the only one at that price level and have summited to limit orders (example - each order of 5 lots at that price) or as it is the same account the NOO will show only 1 ?? Date Time Of Last Edit: 2021-12-09 11:37:09
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| [2021-12-09 16:23:28] |
| John - SC Support - Posts: 38341 |
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To start with, the column you have displayed at the far right of your DOM is NOT the MBO data. The MBO data will have multiple entries per line and will look like the far right column in this image: https://www.sierrachart.com/image.php?Image=1639066865551.png There is not a way to output the MBO data directly from Sierra Chart. But there is access to the data through our ACSIL interface language. Refer to the following: ACSIL Interface Members - Functions: sc.GetAskMarketLimitOrdersForPrice() For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-09 19:38:46] |
| VolTrader73 - Posts: 136 |
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Hello I have no knowledge in ACSIL. How can I at least plot it like you did ? |
| [2021-12-09 21:41:26] |
| John - SC Support - Posts: 38341 |
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You just need to use the correct columns in the DOM. Refer to the instructions for the MBO data here: Market By Order Data: Step-by-Step Instructions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-10 00:01:01] |
| VolTrader73 - Posts: 136 |
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Hello I followed those instructions. https://www.sierrachart.com/image.php?Image=1639094244561.png Why are so many price levels missing ? And why dont the MBO parts equal to the total size for each level ? For example see BID 16177 showing 10 lots but has only 3 as MBO And ASK 16182.5 has a total of 48 lots but showing only 40 MBO Please advise. Thank you |
| [2021-12-10 15:41:06] |
| John - SC Support - Posts: 38341 |
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The reason for both of those is because we only send out the MBO data for lot sizes of 3 and above. Everything else that you are not seeing is a 1 or 2 lot order.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-10 22:04:26] |
| VolTrader73 - Posts: 136 |
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Ok understood. Final question regarding this subject refers to this sentence in the link you sent For the remainder of these steps the Trading Chart DOM will be used as the basis for the example. The same concepts apply to the Trade DOM and the Market Data Columns, although appropriate adjustments to the following steps will need to be made if applying these steps to the Trade DOM. As I can see the MBO data in the chart but cant see the Market data orders in the DOM, what are these "appropriate adjustments" ? Thank you |
| [2021-12-10 22:38:23] |
| John - SC Support - Posts: 38341 |
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The only adjustments are the selection of File >> Disconnect and File >> Connect to Data Feed. Otherwise, everything else is the same, just done on the Trading DOM window instead of a chart. If you have the correct columns displayed then you should be getting that data in the Trading DOM. If you are still not able to see it, then get us a screenshot of the Trading DOM. You can get a screenshot of the Trading DOM by selecting Window >> Always on Top and then following the instructions at the following link: https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-20 11:42:11] |
| VolTrader73 - Posts: 136 |
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Hello. If the MBO data is called in the dome options combined Bid/Ask market orders column then it is the second from the right. https://www.sierrachart.com/image.php?Image=1640000636171.png Is this correct ? Second question (to make sure I understand the data): Is Number of orders = the number of orders behind the total size shown on the any price level? If so, then in the screen shot the Bid at 15566 that has a total 30 lots shown, is made of 11 orders ? and if so, as the MBO shows 10,5,4,3 then the remaining seven orders must be comprised of a six orders of one lot and one order of two lots? Are the above statements correct ? Thank you Date Time Of Last Edit: 2021-12-20 11:55:59
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| [2021-12-20 15:46:36] |
| John - SC Support - Posts: 38341 |
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You have your information correct.
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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