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Volume Dots: Aggregate by Price and Type

Posted: Fri Mar 24, 2023 8:56 pm
by Swishy27
@Bookmap Support

I would like to request a new Volume Dots Clustering option that would aggregate the volume dots by Price AND Type (i.e. Bid Volume/Ask Volume) similar to the Sierra Chart Time and Sales Setting (With Same Price and Type) that displays the traded volume aggregated by Bid Volume or Ask Volume traded at the same price.

Volume Dots - Aggregate by Price and Type Cluster.png
Volume Dots - Aggregate by Price and Type Cluster.png (88.86 KiB) Viewed 3736 times

https://www.sierrachart.com/index.php?p ... iceandType

Sierra Chart - Combine Records With Same Price and Type Write Up.png
Sierra Chart - Combine Records With Same Price and Type Write Up.png (15.88 KiB) Viewed 3736 times

Sierra Chart - Combine Records With Same Price and Type.png
Sierra Chart - Combine Records With Same Price and Type.png (45.54 KiB) Viewed 3736 times

This would be similar to the "Aggregate last trade" option in the "General Configuration > Data Display Menu" and the "Last Trade Column" on the Chart DOM.

Aggregate last trade.png
Aggregate last trade.png (116.41 KiB) Viewed 3736 times

Trading DOM - Last trade column.png
Trading DOM - Last trade column.png (73.88 KiB) Viewed 3736 times

I have tried using the current Volume display and clustering combinations in the currently available settings but none of the combinations have been able to produce the "Aggregate by Price and Type" clustering option that I would like to display and filter the volume dots on the chart.

Volume Dots - Aggregate by Price and Type Cluster.png
Volume Dots - Aggregate by Price and Type Cluster.png (88.86 KiB) Viewed 3736 times

I am requesting this new aggregation method for the volume dots so that I can more easily aggregate and filter when there are large trades at the bid or ask at the same price before an opposite trade at the bid or ask occurs.  This would give me a more exact visual representation of the large aggressive orders on the chart.

Thank You

Re: Volume Dots: Aggregate by Price and Type

Posted: Thu Dec 28, 2023 12:26 pm
by michael_loboyko
Dear Traders,

We have implemented your feature request to add a new aggregation type by Price and Type.
You can find this feature in the latest 7.5 update.

Thank you for your input!
Happy Trading!

Michael,
Product Manager at Bookmap

Re: Volume Dots: Aggregate by Price and Type

Posted: Fri Dec 29, 2023 3:03 am
by Swishy27
Hi @michael_loboyko and the Bookmap Support Team,

Thank you for implementing the Aggregate by Price and Type function as requested.  The change is working very well.

Much appreciated.

Thank You