Question on DOM queries for the bidsize and asksize  [SOLVED]

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whammer
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Question on DOM queries for the bidsize and asksize

Postby whammer » 02 Dec 2013

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?

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TJ
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Re: Question on DOM queries for the bidsize and asksize

Postby TJ » 02 Dec 2013

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?
How active is the instrument you are tracking?

You can add RecalcLastBarAfter to your code, it might help.

whammer
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Re: Question on DOM queries for the bidsize and asksize

Postby whammer » 02 Dec 2013

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.

whammer
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Re: Question on DOM queries for the bidsize and asksize

Postby whammer » 02 Dec 2013

Oh wow, it looks that procedure works! Thank you for the idea TJ! That has been a very long term search for me.

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TJ
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Re: Question on DOM queries for the bidsize and asksize  [SOLVED]

Postby TJ » 02 Dec 2013

Oh wow, it looks that procedure works! Thank you for the idea TJ! That has been a very long term search for me.
Good to know it is working.


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