Support Board
Date/Time: Wed, 10 Sep 2025 07:27:33 +0000
Calling market depth information
View Count: 107
| [2025-07-16 14:20:40] |
| User156504 - Posts: 2 |
|
Hello. I use the following formula to calculate the bid and ask volume for a set number of levels above & below the current price (Close). Is it possible to substitute market depth data (bid and ask offerings, rather than closed volume? If so, what would take the place of AVAP and BVAP in the formula? (AVAP(C, 0) - BVAP(C, 0)) + (AVAP(C + TICKSIZE * 1, 0) - BVAP(C + TICKSIZE * 1, 0)) + (AVAP(C - TICKSIZE * 1, 0) - BVAP(C - TICKSIZE * 1, 0)) Thank you. Mike Hesson |
| [2025-07-16 15:26:39] |
| John - SC Support - Posts: 41709 |
|
The Market Depth data is not available in this way. To do something with the Market Depth data, you would need to use a Custom Study. Refer to the following: ACSIL Interface Members - Functions: sc.GetBidMarketDepthEntryAtLevel https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php 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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