Support Board
Date/Time: Wed, 05 Mar 2025 18:06:59 +0000
Formulaic Access to DOM Levels
View Count: 613
| [2022-01-17 22:38:55] |
| SavantTrader - Posts: 110 |
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Is there a [hidden] study I can add to my chart that will allow me to reference at least some of the resting bid/ask orders sitting on the DOM? Scenario: Under [Chart Settings][Advanced Settings 2] I can enable [Draw DOM Graph on Chart] to see nearby resting orders. Request/Question: I would like subgraph access to a ladder of resting bid/ask orders (such as 20t above current price, and 20t below current price), so that I can reference it in a CBBOAC. Since the above is probably not practical (for multiple reasons), let me trim my question to the following: Is there a way I can access the 3 largest bid, 3 largest ask, resting orders on the DOM via a subgraph? If not, how about the equivalent of the closest (which resolves conflict when 2 or more sizes are equal) single largest resting bid (and ask)? I can see why this isn't going to work with subgraphs, but perhaps you already have something you can refer me to? Thank You. Date Time Of Last Edit: 2022-01-17 22:42:38
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| [2022-01-18 15:03:17] |
| John - SC Support - Posts: 38384 |
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There is not a way to access the Market Depth data using existing studies. You would need to create a custom study to do what you want. Refer to the following function that gets the Bid Market Depth at a particular price: ACSIL Interface Members - Functions: sc.GetBidMarketDepthEntryAtLevel 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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