I would like to know if anyone has had any success using the "DOM" aspect of MC in order to get realtime bidsize and asksize? I have tried just about every configuration and the result has always been the same - i.e. the quotes (both price and market size) are VERY slow and they miss more quotes by far than they update using powerlanguage. It can take north of a minute to update and then the update is mostly wrong. The result is that the data retrieved is completely unreliable.
Bottom line - is there anyway to access bid size and ask size? This would seem to be a fairly fundamental and obvious feature. Am I missing something here?
Question on DOM queries for the bidsize and asksize [SOLVED]
- TJ
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Re: Question on DOM queries for the bidsize and asksize
How active is the instrument you are tracking?I would like to know if anyone has had any success using the "DOM" aspect of MC in order to get realtime bidsize and asksize? I have tried just about every configuration and the result has always been the same - i.e. the quotes (both price and market size) are VERY slow and they miss more quotes by far than they update using powerlanguage. It can take north of a minute to update and then the update is mostly wrong. The result is that the data retrieved is completely unreliable.
Bottom line - is there anyway to access bid size and ask size? This would seem to be a fairly fundamental and obvious feature. Am I missing something here?
You can add RecalcLastBarAfter to your code, it might help.
Re: Question on DOM queries for the bidsize and asksize
Hi TJ -I am mainly trading Globex - currencies and ES. Your suggestion gives me an idea. What do you think of adding a very short period data series, say 5 seconds, and use your suggestion of RecalcLastBar to produce the short term data I am looking for? I normally use a 5 minute chart.
- TJ
- Posts: 7743
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
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Re: Question on DOM queries for the bidsize and asksize [SOLVED]
Good to know it is working.Oh wow, it looks that procedure works! Thank you for the idea TJ! That has been a very long term search for me.