DepthBars issue / Market Depth in ASCIL - Sierra Chart | futures io social day trading
futures io futures trading


DepthBars issue / Market Depth in ASCIL
Updated: Views / Replies:311 / 0
Created: by payne1000 Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 100,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

DepthBars issue / Market Depth in ASCIL

  #1 (permalink)
Trading Apprentice
Warsaw, Poland
 
Futures Experience: Intermediate
Platform: SierraChart
Favorite Futures: CL
 
Posts: 2 since Jun 2016
Thanks: 0 given, 0 received

DepthBars issue / Market Depth in ASCIL

Hi,

We now have full 50/50 DOM quotes on crude via CQG data. As this gives some extra info, other things get messy. For example Bid & Ask Depth Bar Study. I would like to analyse only first 10/10 DOM levels. There is such option but only regarding Historical Data as source.

I tried to access this myself via ASCIL

for (int Level = 0; Level < DEPTH_LEVELS; Level++)
{
BidDepth = BidDepth + (int) sc.SymbolData->BidDOM[Level].Volume;
AskDepth = AskDepth + (int) sc.SymbolData->AskDOM[Level].Volume;
}

But I see I miss a lot of spikes due to chart refresh set to 10ms. Somehow original Sierras DepthBars got all information with all spikes even with refresh set to 200+

Is there any better way to access full live depth data from ASCIL then that code above?

Thanks in advance!!!
Martin

Reply With Quote

Reply



futures io > > > > DepthBars issue / Market Depth in ASCIL

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

July Journal Challenge - $500 in Amazon Gift Cards!

July

Battlestations: $750 in prizes - Show us your trading desk!

August

TBA: FuturesTrader71 w/Morad Askar

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Depth of Market steve2222 Terms (Glossary) 0 May 13th, 2016 04:18 AM
Market Depth Data teamaker TradeStation 0 June 25th, 2015 03:25 AM
Is streaming market data including market depth available in Multicharts via an API? HFF Trader EasyLanguage Programming 11 May 4th, 2014 03:17 PM
Market Depth FGBL07 IB Trader Workstation 2 April 15th, 2013 04:28 PM
Custom Bar Type using Market Data and/or Market Depth Xav1029 NinjaTrader Programming 5 February 17th, 2013 11:53 AM


All times are GMT -4. The time now is 11:43 AM. (this page content is cached, log in for real-time version)

Copyright © 2018 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2018-07-23 in 0.08 seconds with 14 queries on phoenix