Getting the 10 levels of Bids and Asks from the Dome programmatically

June 5th, 2014, 02:41 PM

Is there a way to get the data of the 10 levels of Bids and Asks above and below price from the dome programmaticaly ?

June 5th, 2014, 02:55 PM

yonatan

Is there a way to get the data of the 10 levels of Bids and Asks above and below price from the dome programmaticaly ?

key words 'dom level'
https://nexusfi.com/search/attachments/

June 5th, 2014, 03:12 PM

Thanks Cory, unfortunately most of the programming info on futures.io (formerly BMT) is NinjaTrader related and I need it for Sierra Chart. This is why I posted it on this section.

June 5th, 2014, 03:58 PM

Since you're using SC, I think this is a built-in feature in DATA/TRADE SERVICE SETTINGS. Just change REQUESTED MARKET DEPTH to "Full Book", and you're done.

June 5th, 2014, 03:58 PM

The SC Supoort Team just pointed me here:

ACSIL Interface Members - Variables and Arrays - Sierra Chart

Going to dive into this. If someone has some experience with this ant tip will be appreciated.

June 5th, 2014, 04:02 PM

An example of the use of this function:

[SC] DOM on Chart

Hi,

This tool for Sierra Chart has been directly inspired by the screenshots of rounder8 's work here:
The idea is to keep a record of the DOM on the chart.
Everything is explained on the picture below.
Additional information: what is plotted is …

Nicolas

June 5th, 2014, 04:05 PM

Nicolas11 Thanks so much. I am not surprised that you are the one who knows this ! :-) :-) :-)

Getting the 10 levels of Bids and Asks from the Dome programmatically

Discussion in Sierra Chart

Getting the 10 levels of Bids and Asks from the Dome programmatically