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by trademonkey
13 Aug 2014
Forum: MultiCharts .NET
Topic: Historical bid/ask levels for an instrument
Replies: 10
Views: 4337

Historical bid/ask levels for an instrument

Hey there, I am looking to program an ISeries that is based on fair value, which is the average bid/ask of an instrument on every bar. This is the only data I can use for accuracy since the instrument is fairly illiquid and does not trade. Is there already an example of this? I am also not quite sur...
by trademonkey
13 Aug 2014
Forum: MultiCharts
Topic: Futures Contract Combinations for IB TWS?
Replies: 3
Views: 1453

Futures Contract Combinations for IB TWS?

Hey there, Is there a way to pull in IB Futures combinations (calendar spreads) into Multicharts? I don't just want to calculate the difference between 2 futures combinations, but actually pull in the instrument from IB. This is important because the combination spread has its own bid/ask and volume...

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