Support Board
Date/Time: Tue, 22 Apr 2025 10:26:23 +0000
[Programming Help] - Modifying Market Depth data with ACSIL
View Count: 800
| [2025-01-22 13:32:16] |
| User806682 - Posts: 20 |
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As far as I understand it, it's currently not possible to modify the market depth values using ACSIL. I'll explain the problem I'm trying to solve below: Since last year (2024), there's often a bot on the e-mini order book which automatically moves about 100-200 lots +/-6 points away from the last price, tracking price. You can see this by the highlighted market depth values from the image I've uploaded. These large orders typically outsize most other orders in the order book, making it difficult to see other large orders on the book. I've noticed that other trading platforms have come up with solutions to essentially remove/hide these large orders on the book which track price. If Sierra Chart could create APIs for developers to create studies with algorithms to modify the market depth values, we could bring this solution to Sierra Chart as well. I hope you consider this for your development roadmap. Thank you. |
 market-depth-bot.png / V - Attached On 2025-01-22 13:31:20 UTC - Size: 29.03 KB - 80 views |
| [2025-01-22 14:04:10] |
| User533332 - Posts: 4 |
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This would be a very good add-on and helpful for us ES traders
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| [2025-01-22 16:01:35] |
| User48838 - Posts: 122 |
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I am also interested in these large orders and wonder if anyone has input on what they are trying to accomplish with those orders, they NEVER get filled.
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| [2025-01-22 20:22:10] |
| User248769 - Posts: 1 |
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This feature would be a valuable addition and is likely to attract traders who rely on heatmaps.
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| [2025-01-23 03:04:40] |
| JPO - Posts: 3 |
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This functionality would be awesome. Definitely interested.
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