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Date/Time: Wed, 27 Nov 2024 16:35:17 +0000



Quick Question

View Count: 1083

[2014-09-24 00:32:46]
rwilliams1 - Posts: 346
Is there an indicator in SC that will show the historical bid/ask spread (the net difference between the two)? I'm using Amp/CQG and would like to see how large the spread has gotten throughout the trading period, but I don't see any indicator listed in the software that can achieve this. Any help is appreciated.
[2014-09-24 01:27:38]
Sierra Chart Engineering - Posts: 104368
Yes.

Make sure you have tick by tick data configuration:
https://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php

Add the Time and Sales Bid & Ask to the chart to see the historical bid and ask values.

You can calculate the difference by using Study Subgraphs Difference.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-09-24 03:04:46]
rwilliams1 - Posts: 346
Thanks alot! I'll try that out.
[2014-09-24 06:42:55]
Sierra Chart Engineering - Posts: 104368
No need to say thank you please.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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