Sierra Chart integration

The gexbot Sierra Chart Studies render live GEX profiles, Zero Gamma, Major levels, and streaming orderflow directly on Sierra Chart intraday and footprint charts.

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Available Packages & Editions

gexbot provides three official 64-bit study packages for Sierra Chart:

1. Standard Version (sierra_gexbot_v3.*.rar):
   • Features fully configurable bar transparency.
   • Recommended for standard monitors and custom transparency overlays.
2. Graphics Version (sierra_graphics_gexbot_v3.*.rar):
   • Optimized custom rendering engine that prevents small GEX bars from appearing flattened due to integer scaling.
   • Fixed transparency rendering.
3. Order Flow Version (sierra_gexbot_orderflow_v2.*.zip):
   • High-performance streaming client with Protobuf and Zstandard decompression for sub-second flow subplots.

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Key Configuration Parameters

Configure settings under the Settings and Inputs tab (F6 → Study → Settings):

• API Key & Ticker: Enter your API key and underlying symbol (e.g. SPX, NDX, ES_SPX).
• Futures Target (Automatic Conversion): Select your target future (ES, NQ, RTY) to automatically retrieve the active contract, multiplier, and basis offset from the API.
• Manual Futures Offsets (Optional):
  • FUTURES_MULTIPLIER_PREMIUM: Multiplicative strike scaling factor.
  • FUTURES_PREMIUM: Additive cash-to-futures basis offset (calculated via the Level Converter).
• Top N Strikes Filter: Controls the number of significant strikes drawn on the chart (default: 3; increase to show more levels).
• Profile Direction: Select Right, Left, or Center (split profile: positive right, negative left) with BAR_ORIGIN_PERCENT (0–100%).
• Short Label Names: Customize chart label tags (e.g. ZG_LABEL_SHORT_NAME, MCV_LABEL_SHORT_NAME, MPV_LABEL_SHORT_NAME).

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Installation Steps

1. Download the Study Package:
   • Download the desired package from the Marketplace (/user/marketplace).
2. Extract and Unblock:
   • Extract the .rar or .zip archive.
   • If blocked by Windows Security, right-click the .dll file, open Properties, check Unblock, and click Apply.
3. Copy to Data Directory:
   • Copy the extracted .dll file directly into your Sierra Chart Data folder (e.g. C:\SierraChart\Data\).
4. Add Study to Chart:
   • In Sierra Chart, press F6 (or navigate to Analysis → Studies).
   • Click Add Custom Study, select Gex Profile or gexbot Orderflow, enter your API Key in Settings, and click OK.

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Related Documentation

• Level Converter (ES/NQ Offsets)
• Troubleshooting & DLL Setup
• GEX Metric Theory