Because I am going to start trading larger I am gathering the (Max Min & Avg) BidSize and AskSize from these two Multicharts quote fields. They are being sent to GVs for display in an MS-Access database form/screen. Immediately I noticed the numbers seem far bigger than the sizes displaying on Interactive Broker's Traders Work Station. So I put a fileappend in to see if it matched up. My MC Code is below. It appears the values in the BidSize and AskSize fields are multiplied by 100. Am I reading this correctly? If so why would that be?
Thanks,
John
Code: Select all
//START: Code for getting the min,max,avg inside bid/ask sizes and sending them to MS-access to help with trading larger
BidSizeTotal = BidSizeTotal + BidSize;
BidSizeCnt = BidSizeCnt + 1;
if BidSize < BidSizeMin then
BidSizeMin = BidSize;
if BidSize > BidSizeMax then
BidSizeMax = BidSize;
BidSizeAvg = BidSizeTotal / BidSizeCnt;
value1 = A_GV_SetNamedInt("BidSizeMax",BidSizeMax);
value1 = A_GV_SetNamedInt("BidSizeMin",BidSizeMin);
value1 = A_GV_SetNamedInt("BidSizeAvg",BidSizeAvg);
AskSizeTotal = AskSizeTotal + AskSize;
AskSizeCnt = AskSizeCnt + 1;
if AskSize < AskSizeMin then
AskSizeMin = AskSize;
if AskSize > AskSizeMax then
AskSizeMax = AskSize;
AskSizeAvg = AskSizeTotal / AskSizeCnt;
value1 = A_GV_SetNamedInt("AskSizeMax",AskSizeMax);
value1 = A_GV_SetNamedInt("AskSizeMin",AskSizeMin);
value1 = A_GV_SetNamedInt("AskSizeAvg",AskSizeAvg);
value1 = A_GV_SetNamedInt("DailyVolume",DailyVolume);
FileAppend(LogPath,"Symbol=" +
RealSym +
" BidSize=" +
numtostr(BidSize,0) +
" AskSize=" +
numtostr(AskSize,0) +
" DailyVolume=" +
numtostr(DailyVolume,0) +
NewLine);
//END: Code for getting the min,max,avg inside Bid/ask sizes and sending them to MS-access to help with trading larger