Hi, I am trying to build a Cumulative Volume Delta indicator. In order to do that, I need to "intercept" realtime data feed before doing my calculation. The question is: why it is so difficult to do a simple thing like this? I have tried with Bars.DOM and with DataLoader with no results. Online docu...

Hi, I have a CQG demo account (AMP) and I am regularly receiving its data feed. What I need is to intercept real time data via a power language script for subsequent computation (i.e. last trade price and quantity and last bid and ask price and quantity for a Comulative Volume Delta indicator). Atta...