Support Board
Date/Time: Wed, 27 Nov 2024 14:42:25 +0000
Trade DOM Column - Aggregate Counter - at the current price level. Is this possible?
View Count: 485
| [2023-08-01 16:51:55] |
| User708541 - Posts: 87 |
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There's a feature on BookMap I find helpful, where the DOM can aggregate all orders at the current price level (in a separate column on the DOM). Then when the price level changes, the aggregation starts from zero and aggregates all the orders at that price, until the price moves again. This is not a 'Total Volume' column that totals all volume at each price for as long as your machine is running. This feature just aggregates the orders while the market is at its current price, then re-aggregates at the next level. It's helpful to compare the aggregate price to the to the liquidity listed on the order book. Here's a YouTube video on this feature. https://www.youtube.com/watch?v=7uROb_sQgXc Is an "aggregation counter" like this possible with Sierra? |
| [2023-08-01 17:49:15] |
| John - SC Support - Posts: 36315 |
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This is the "Cumulative Last Size" column in Sierra Chart. Refer to the following: Global Trade Settings Windows: Cumulative Last Size - Left/Center/Right Aligned For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-08-02 03:17:56] |
| User708541 - Posts: 87 |
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OK Thank you. Related question. Is there a way to have both Cumulative Last Size and Last size on the same DOM? I wasn't able to have them both on my DOM.
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| [2023-08-02 16:23:45] |
| John - SC Support - Posts: 36315 |
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You can not have both columns, but there is a way to see both at the same time. In "Trade >> Trade DOM Settings" there is an option for "Display Cumulative Last Size in Current Traded Total Volume". If you enable this option and then display the "Current Traded Total Volume" column along with the "Last Size" column. If you do not want to view the Current Traded volumes and only see the Cumulative Last Size, then you can set the "Chart DOM Current Traded Total Volume" color to the same as the background. Refer to the following: Global Trade Settings Windows: Display Cumulative Last Size in Current Traded Total Volume (Global Settings >> Chart DOM Settings >> Other >> Other Settings) Global Trade Settings Windows: Customize Chart/Trade DOM Columns (Chart Specific) Customizing Fonts, Colors, Line Styles, and Widths for Chart Trading, Chart DOM, and Trade DOM: Chart DOM Current Traded Total Volume 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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