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ZFD
May 15, 2026
Cursor depth display + heatmap sensitivity controller: two tools in one study
ZFD
May 15, 2026
Market Depth Manager combines two market-depth tools into a single Sierra Chart study: a cursor-based depth quantity display that surfaces the resting bid/ask size at the cursor price level, and a heatmap sensitivity controller that drives the Lowest/Highest Quantity for Coloring parameters of an external heatmap study with four ACS buttons.
If you trade off market depth or use a heatmap of historical depth, you know two pain points: reading exact quantities off a heatmap is hard (colors give you ranges, not numbers), and adjusting the heatmap's color sensitivity in real time requires opening the study settings, editing a value, and reapplying: far too slow when the book is shifting. Market Depth Manager solves both: hover the cursor over any price level to read the exact size in a clean text overlay, and bump the heatmap's color thresholds up or down with one button click while the chart keeps running.
After purchase, Market Depth Manager is added to your Sierra Chart account automatically. Restart Sierra Chart, then add the study to a chart that has an external Market Depth Historical heatmap study already configured. Add Market Depth Manager via Analysis → Studies → Add Custom Study → Market Depth Manager.
In the settings dialog, set the Market Depth Historical Graph ID to the chart ID of the heatmap study, configure the block size and quantity mode, assign your five ACS button slots (one to toggle the depth display, four for the heatmap sensitivity controller), and position the two text overlays.
At runtime, when you move the cursor across the chart, the depth display reads the recorded bid or ask size at the cursor's price level (aggregated by the block size) and renders it as a text overlay. When you press one of the four sensitivity buttons, the study writes a new Lowest or Highest Quantity for Coloring value into the external heatmap study, and the heatmap recolors immediately. The current values are displayed on the chart so you can track every adjustment in real time.
A full setup walkthrough (including how to map the buttons to the Sierra Chart Control Bar) is available in the dedicated Documentation tab on the product page.
Anyone who's spent serious time in Sierra Chart knows what I'd call "settings fatigue" — that cycle of adjusting, applying, testing, and repeating until something finally looks right. The heatmap sensitivity controls solve this completely. Whether I want to isolate major levels or get a finer-grained view of pulling and stacking history, I can dial it into the goldilocks zone quickly instead of grinding through menus. The cursor quantity display solved a separate but equally frustrating problem. When a historical zone hits max color (red in my setup), you have no idea whether the quantity is just above your threshold (say 250 vs 1000+), which carries completely different market context. For those large orders that only last a single bar, this tool is the fastest way to get a real number without any guesswork. Those used to Bookmap will feel a little bit more at home with this tool. Highly recommended.
jptraxinger
March 14, 2026
This study is honestly a great investment. Market Depth is an incredibly powerful tool. Being able to adjust the min/max levels on the fly with ASC hotkeys makes life so much easier. The futures markets move fast the last thing you want to be doing is wasting brainpower on opening the settings tab to adjust these inputs. The study took zero effort to install as it was enabled for use immediately after purchase. Setting it all up and customizing it took less than 20 minutes and will save me countless time in the future. Support is super quick to respond and sincerely wants you to enjoy their product. If this is something that interests you, you will not regret purchasing this!
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