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 documentation of these classes in not enough to me to understand how to use them and I couldn't find useful examples. I have made a C++ custom platform that get ZenFire data feed, but doing the same with Multicharts seems even harder, mostly for the lack of doumentation. Why this? Is it my fault? Where can I find documentation and useful and commented examples?
Thanks, sebastiano
howto get realtime depth of market data
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Re: howto get realtime depth of market data
Hello sebastiano,
Have you checked our programming guide or the related discussion forum threads with similar question?
If you want to operate with the data that is used by the built-in Cumulative Volume chart type then you need to utilize the Volume Profile data collection. Here is how to do that: 4.7.6_Volume_Profile
Data loader example can be found here.
Related article in MultiCharts.NET-Programming Guide:
4.7.4 Receiving the data for any symbol and any resolution. DataLoader.
A sample code that subscribes to realtime data and outputs the realtime bar values in Output tab of PLEditor window can be found here.
If you want to get access to the DOM data - you can check the prebuilt _Market_Depth_on_Chart_ studies.
Here and here you can learn how to get the status line Ask and Bid data and how to reference the data from subcharts.
Have you checked our programming guide or the related discussion forum threads with similar question?
If you want to operate with the data that is used by the built-in Cumulative Volume chart type then you need to utilize the Volume Profile data collection. Here is how to do that: 4.7.6_Volume_Profile
Data loader example can be found here.
Related article in MultiCharts.NET-Programming Guide:
4.7.4 Receiving the data for any symbol and any resolution. DataLoader.
A sample code that subscribes to realtime data and outputs the realtime bar values in Output tab of PLEditor window can be found here.
If you want to get access to the DOM data - you can check the prebuilt _Market_Depth_on_Chart_ studies.
Here and here you can learn how to get the status line Ask and Bid data and how to reference the data from subcharts.