Build a DOM with EL ?

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TJ
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Build a DOM with EL ?

Postby TJ » 28 Sep 2007

is it possible to build a DOM with EasyLanguage ?

is it possible to display the depth of market right on the chart ?

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ABC
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Postby ABC » 29 Sep 2007

TJ,
the problem you will run in is that you can't access the market depth through EL directly, so you will need a different way to get the next five(ten) bid/ask values. In case you have these values, it's not a problem to build the DOM.

Regards,

ABC

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TJ
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Postby TJ » 29 Sep 2007

it's too bad EL cannot access the DOM levels.

Maybe MC can step up and create these capabilities with PowerLanguage extensions ?

That would make MC really special.

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Postby Nick » 01 Oct 2007

TJ said "That would make MC really special."

It would indeed. NeoTicker is your best choice if you want to do order book analysis.

Cheers,
NicK

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Postby SP » 01 Oct 2007

As ABC notes you can import DOM/Bid/Ask values from the TwsDDE.xls into Multicharts with the TS ELExcell.dll .

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TJ
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Postby TJ » 01 Oct 2007

As ABC notes you can import DOM/Bid/Ask values from the TwsDDE.xls into Multicharts with the TS ELExcell.dll .

SP: thanks for the pointer. I will look into it.

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JoshM
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Re:

Postby JoshM » 12 Oct 2011

ABC wrote:the problem you will run in is that you can't access the market depth through EL directly, so you will need a different way to get the next five(ten) bid/ask values.

Four years later, and it's not possible (yet).

If you, like me, would like to use market depth data in indicators, strategies and the Market Scanner, please vote for Locusta's Order Book Data availability in PowerLanguage / Chart / Storing Level 2 - Data issue.

Thanks! :)
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Re: Re:

Postby janus » 22 Dec 2011

Yes, this is a must have feature. I've added my vote. It really should be number priority by now.
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