Depth of market (DOM): Difference between revisions
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Best Bid and Best Ask are marked with white color. Last trade price and size are highlighted in yellow in Price column. Day High/Low prices are marked with yellow lines. Those are default colors that can be changed. | Best Bid and Best Ask are marked with white color. Last trade price and size are highlighted in yellow in Price column. Day High/Low prices are marked with yellow lines. Those are default colors that can be changed. | ||
<div style="background-color: #E3FBE5;">Note: Please check if you have a subscription for depth-of-market data for the particular symbol that you are going to use in the DOM. Dukascopy | <div style="background-color: #E3FBE5;">Note: Please check if you have a subscription for depth-of-market data for the particular symbol that you are going to use in the DOM. Dukascopy broker cannot be used for DOM trading since it does not support depth-of-market.</div> | ||
==Bid and Ask Volume Sum== | ==Bid and Ask Volume Sum== | ||
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There are two types of OCO-groups in MultiCharts: Native and Simulated. | There are two types of OCO-groups in MultiCharts: Native and Simulated. | ||
Native OCO-group is used when the broker’s API supports OCO-groups. In this case all OCO orders are sent to the broker directly and unfilled OCO orders will be cancelled by the broker. (Native OCO-group is supported by Interactive Brokers | Native OCO-group is used when the broker’s API supports OCO-groups. In this case all OCO orders are sent to the broker directly and unfilled OCO orders will be cancelled by the broker. (Native OCO-group is supported by Interactive Brokers). | ||
Simulated OCO-group means that all OCO orders will be sent to the broker, but once one of them is filled, other orders from this OCO group will be cancelled by MultiCharts. In this case, when one of the OCO orders is filled, MultiCharts will send a command to cancel or reduce size of the second OCO order to the broker. | Simulated OCO-group means that all OCO orders will be sent to the broker, but once one of them is filled, other orders from this OCO group will be cancelled by MultiCharts. In this case, when one of the OCO orders is filled, MultiCharts will send a command to cancel or reduce size of the second OCO order to the broker. |