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Direct MessagesDate/Time: Sun, 19 May 2024 02:01:52 +0000
historical recent bid/ask data
View Count: 447
| [2024-01-02 21:05:50] |
| $tack - Posts: 59 |
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Is it possible to have the values in recent bid/ask columns in the DOM can be generated from historical data after loading the chart? This would be useful for me as sometimes I don't have the chart for the symbol I'm interested in seeing up at the beginning of the day. Or sometimes if I need to shutdown Sierra Chart for whatever reason, I will lose this data upon reload. Thanks Date Time Of Last Edit: 2024-01-02 21:07:09
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| [2024-01-02 21:21:17] |
| John - SC Support - Posts: 31704 |
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Refer to the following: Market Depth Historical Graph: Downloading Of Historical Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-03 18:47:01] |
| $tack - Posts: 59 |
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thanks but i think this is referring to market depth. I'm interested in the recent bid/ask volume columns om the chart dom. I think that is just from the trade data not market depth. So I would imagine it could be recreated from historical trade data, right? I turned on the "Support Downloading Historical Market Depth Data" in the link you sent, but that did not do anything as far as I can tell for the recent bid/ask volume columns Date Time Of Last Edit: 2024-01-03 18:47:17
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| [2024-01-03 21:42:38] |
| John - SC Support - Posts: 31704 |
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The Recent Bid/Ask columns data is not stored. That information is updated as trades arrive into the system. The columns only show the data from the point at which you have them displayed, or from when you last reset them, and only when you are connected to the data feed. You can reproduce the information by running a replay. Refer to the following: Replaying Charts For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-04 18:42:10] |
| $tack - Posts: 59 |
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ok that helps. is there a quick way to have a chart replay the day up to that point from the beginning of the day with a hotkey?
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| [2024-01-04 18:48:36] |
| $tack - Posts: 59 |
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Also, i just did a replay and the issue is after it finishes replaying, the recent bid/ask volume columns seem to just go blank again when the replay is complete. Is there a way to just persist those values? If it doesn't persist then this doesn't help me as I can't see the values past once it has replayed up to current time
Date Time Of Last Edit: 2024-01-04 18:52:03
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| [2024-01-04 18:53:42] |
| John - SC Support - Posts: 31704 |
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There is not a way to persist those values. What is it exactly that you are wanting to see? Ignore the Recent Bid/Ask column, just tell us what you want to accomplish and we will see if there is a way to do it other than those columns. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-04 19:40:10] |
| $tack - Posts: 59 |
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It's useful for me to see where there was aggression with larger size at the bid/ask. I have been looking at this info for stocks (often specifically from the -NQTV feed). The issue is I may want to see this info for a stock that I may not have had a chart open for at the beginning of the day (maybe because it was not in focus at the time). So therefore I would not have the recent bid/ask info generated and would need to derive this from historical data. Alternatively, if it can't be generated historically, is there a way to have sierra save/cache this info for a specific list of symbols, without having the chart open for all of them such that once I change the symbol the chart, it can pull up this data quickly? |
| [2024-01-04 22:40:42] |
| John - SC Support - Posts: 31704 |
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Take a look at the "Large Volume Trade Indicator" and see if this will give you what you want: Large Volume Trade Indicator Also look at the "Volume at Price Threshold Alert V2" as this may also give you what you want: Volume at Price Threshold Alert V2 And you could recreate the Recent Bid/Ask columns through the Numbers Bars (not exactly, but you should be able to get what you are looking for). Refer to the following: Numbers Bars For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-04-11 20:06:26] |
| $tack - Posts: 59 |
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I am looking into the 3 studies you mentioned but not sure exactly how to recreate the recent bid/ask in the dom. I will keep playing around with it, thanks. I noticed that if I enter the symbol into a chart that it will start populating the Chart DOM. I could then enter a different symbol and then later come back to the first symbol and it seems like it was still tracking the recent bid/ask dom activity in the background. Is it perhaps possible, without having to have a chart open all the time, to either maybe have a list of symbols (say in a quote board or elsewhere) that one can explicitly provide Sierra Chart such that it will cache the data for those symbols so that if one were to later open a chart dom for any of the symbols that it would display the cached data (as it seems to already be doing sometimes)? Thanks |
| [2024-05-08 16:39:37] |
| Sierra_Chart Engineering - Posts: 14423 |
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Yes this is correct: I noticed that if I enter the symbol into a chart that it will start populating the Chart DOM. I could then enter a different symbol and then later come back to the first symbol and it seems like it was still tracking the recent bid/ask dom activity in the background. Once the data starts being tracked, it will continue to do that through the current connection. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation 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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