Hi,
I am not a programmer, I have a lifetime subscription to MC.net
Just a basic question for anyone who may have some insight, I've recently changed my trading style, and would love some feedback on how I can accommodate without too much change.
Firstly, I am a day/swing trader who now heavily focuses on volume activity in level 2... namely, keeping up to date books on broker ID's, current positions, open short interests etc etc so I can effectively understand who the designated MMs are for the company, who the daily ax is, and at which prices the accumulation/profit release phases occur at... and, this would be for TSX/TSX Venture data just as much as NASDAQ/NYSE data... which sucks since my options are very limited due to this.
Firstly, I'm looking for a data source that can supply All level 2 north american data feeds (IQF for instance is only U.S.), and can also provide extended real time and historic tick data including bid/ask information with house ID's. Is this even possible?? Finally, I'd like to have this data either flow through MC and link via DDE to Excel, unfiltered or not, I wouldn't care.
eSignal provides lv 2 and tick data for tsx/tsxv which would cost me $144/month. TMX Powerstream would be around $120/month without U.S. Data... But, I have not seen what the tick data looks like in csv format, or, if it flows through MC, will I be able to export the bid/ask and house information into excel??
I have seen how to link this information via the wiki page for MC.
If there's anyone out there with good advice for me it would be appreciated... I have great ideas on how to build indicators if only I could get tick data into excel that includes ohlc,last,volume,bid/ask,buyer id, seller id...
Thanks for any help!
Level 2 bid/ask excel link
- Henry MultiСharts
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Re: Level 2 bid/ask excel link
Hello Hubace789,
Please specify what you mean exactly by "bid/ask information with house ID's". At the moment nothing similar to that is available in MultiCharts for any of the supported data providers. That is better to check with the data provider first if such information is provided via their API.
The amount of data provided by each data provider is different, you can find this information at the following page:
https://www.multicharts.com/market-data-feeds/
Supported security types for each data provider can found here:
https://www.multicharts.com/trading-sof ... rity_types
Please follow tis guide to learn How to Feed Excel File with RT Data From MultiCharts
Please specify what you mean exactly by "bid/ask information with house ID's". At the moment nothing similar to that is available in MultiCharts for any of the supported data providers. That is better to check with the data provider first if such information is provided via their API.
The amount of data provided by each data provider is different, you can find this information at the following page:
https://www.multicharts.com/market-data-feeds/
Supported security types for each data provider can found here:
https://www.multicharts.com/trading-sof ... rity_types
Please follow tis guide to learn How to Feed Excel File with RT Data From MultiCharts