Sierra Chart plot bid, ask, last

August 17th, 2012, 11:47 PM

I'm trying to plot the bid, ask, and last of an instrument. Not the bid volume or ask volume, but the actual inside bid/ask.

Is this not possible or have I just missed it? I am looking at a 1-second resolution chart and wanted to visualize the bid/ask spread for an instrument that only trades a few times a minute, so the bid/ask spread is very useful.

Mike

August 18th, 2012, 12:19 AM

You can append -BID and -ASK to a symbol and then overlay the data onto your last data.

Also, you might want to look at the Time and Sales - Bid&Ask study, though this moves in real time so it won't be sync'd with your one second data

August 18th, 2012, 12:20 AM

Jolew

You can append -BID and -ASK to a symbol and then overlay the data onto your last data.

Also, you might want to look at the Time and Sales - Bid&Ask study, though this moves in real time so it won't be sync'd with your one second data

Awesome, had no idea you could do that.

Mike

August 18th, 2012, 12:45 AM

Jolew

You can append -BID and -ASK to a symbol and then overlay the data onto your last data.

Worked perfectly, thx.

Mike

August 18th, 2012, 12:48 AM

Found the document on this:
Sierra Chart - Data Recording Modes

Quoting

Data Recording Suffixes

-BID
Only the Bid price is used. The Ask and Last trade prices are ignored.

-ASK
Only the Ask price is used. The Bid and Last trade prices are ignored.

-BIDASK
The Bid and Ask prices are used. The Last trade price is ignored. When using this Recording Mode, you need to use Sierra Chart version 724 or higher.

-BAAVG
The average of the Bid and Ask is used. The Last trade price is ignored.

-ALL
The Bid, Ask, and Last trade prices are used. When using this Recording Mode, you need to use Sierra Chart version 754 or higher.

*Last modified Monday, 07th November, 2011.

Mike

Sierra Chart plot bid, ask, last

Discussion in Sierra Chart

Sierra Chart plot bid, ask, last