Is it possible to chart the cummulative offer sizes and cummulative bid sizes in multicharts? I am using the IB feed and I want to be able to chart the size information from the market depth on futures contracts.
Note: I DO NOT need to chart prices of bids and asks, I just need the SIZES. Thanks
Cummulative bids and offers
- Alex Kramer
- Posts: 834
- Joined: 23 Feb 2006
- Alex Kramer
- Posts: 834
- Joined: 23 Feb 2006
Please enlightened me,
how is this possible via powerlanguage scripts when we cannot get market depth into multicharts.
If we plot bid and ask for a symbol, we may be able to get the size or ticks for the best bid and best ask. But how to get size for bid-1, bid -2, ask+1, ask+2 etc ?
how is this possible via powerlanguage scripts when we cannot get market depth into multicharts.
If we plot bid and ask for a symbol, we may be able to get the size or ticks for the best bid and best ask. But how to get size for bid-1, bid -2, ask+1, ask+2 etc ?
This is possible through PowerLanguage scripts; the code must accumulate the volume to be charted.
As to your second question, we're not planning to include this in MultiCharts.
- Alex Kramer
- Posts: 834
- Joined: 23 Feb 2006
Alex,
I think that having the ability to create indicators for the bid and ask sizes in the market depth of a stock or futures contract would be incredible! Very few charting platforms allow you to do this, but it is a feature that many experienced programers want to see in a charting platform.
For now, I am using the universal DDE link in excel to take the cummulative bid and ask from a spreadsheet that is linked to my IB TWS. This gets the job done, but it would be nice to eliminate the spreadsheet.
Thanks
I think that having the ability to create indicators for the bid and ask sizes in the market depth of a stock or futures contract would be incredible! Very few charting platforms allow you to do this, but it is a feature that many experienced programers want to see in a charting platform.
For now, I am using the universal DDE link in excel to take the cummulative bid and ask from a spreadsheet that is linked to my IB TWS. This gets the job done, but it would be nice to eliminate the spreadsheet.
Thanks
- Alex Kramer
- Posts: 834
- Joined: 23 Feb 2006