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Date/Time: Sat, 30 Nov 2024 06:32:57 +0000



Display a spread between best bid/offer of X size (MBO filter)

View Count: 382

[2022-12-07 13:44:39]
MatZer0 - Posts: 36
Hi,

I'd like to replicate a feature visible on the attached screenshot

It's very simple, light red and light green lines are the nearest bids/offers that have at least one single order of quantity greater or equal to some predefined minimum number of lots to display.

Ie it displays nearest price levels that have at least one order with quantity greater than 20 lots. That's a bit different to 20 separate one lot orders

I'd like to see current spread and to draw historical changes of that spread

I know Sierra is the most powerful platform and for sure it can be done, but I have no clue how to configure this. Can you please assist me?
imagembospr.png / V - Attached On 2022-12-07 13:43:16 UTC - Size: 927.25 KB - 113 views
Attachment Deleted.
[2022-12-07 16:39:14]
John - SC Support - Posts: 36350
We do not have a built-in study to do this. You would need to create a custom study for this. Refer to the start of the documentation for our interface at the following link:
Advanced Custom Study Interface and Language (ACSIL): Introduction
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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