Bid Ask Size

Questions about MultiCharts and user contributed studies.
aczk
Posts: 67
Joined: 08 Feb 2012
Has thanked: 8 times
Been thanked: 1 time

Bid Ask Size

Postby aczk » 09 Jul 2012

Hi All

Looking for the intra-day aggregated bid ask size.

I am using IB with MC 8.0. Seems that even the TWS does not have this in the DOM or Quote screen??

Anyone got this?

User avatar
JoshM
Posts: 2089
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1525 times
Been thanked: 1485 times
Contact:

Re: Bid Ask Size

Postby JoshM » 09 Jul 2012

You can make it yourself with the DOM reserved words. Might be a nice exercise to learn these new DOM functions. :)

aczk
Posts: 67
Joined: 08 Feb 2012
Has thanked: 8 times
Been thanked: 1 time

Re: Bid Ask Size

Postby aczk » 09 Jul 2012

I dont really need a DOM on the chart, but the total contracts traded at the bid vs ask. just those two numbers. not sure if IB provides these or what function can call them out in MC???

thx appreciate!

User avatar
JoshM
Posts: 2089
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1525 times
Been thanked: 1485 times
Contact:

Re: Bid Ask Size

Postby JoshM » 10 Jul 2012

aczk wrote:I dont really need a DOM on the chart, but the total contracts traded at the bid vs ask. just those two numbers. not sure if IB provides these or what function can call them out in MC???

Your comment showed you didn't click on the hyperlink in my post - it didn't refer to a DOM on the chart, but to the functions that you can call out in MC8.


Return to “MultiCharts”