Is it possible to chart the cummulative offer sizes and cummulative bid sizes in multicharts? I am using the IB feed and I want to be able to chart the size information from the market depth on futures contracts.
Note: I DO NOT need to chart prices of bids and asks, I just need the SIZES. Thanks
Cummulative bids and offers
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Alex Kramer
- Posts: 834
- Joined: Feb 23 2006
This is possible with additional scripting, cumulative offer/bid sizes are not supported by the present MC functionality.
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Guest
Are you saying this is possible to achieve with powerlanguage ?
This is possible with additional scripting, cumulative offer/bid sizes are not supported by the present MC functionality.
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Guest
Alex, are you saying that this functionality will become available in a later build of MC?
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Alex Kramer
- Posts: 834
- Joined: Feb 23 2006
This is possible through PowerLanguage scripts; the code must accumulate the volume to be charted.
As to your second question, we're not planning to include this in MultiCharts.
As to your second question, we're not planning to include this in MultiCharts.
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Guest
Please enlightened me,
how is this possible via powerlanguage scripts when we cannot get market depth into multicharts.
If we plot bid and ask for a symbol, we may be able to get the size or ticks for the best bid and best ask. But how to get size for bid-1, bid -2, ask+1, ask+2 etc ?
how is this possible via powerlanguage scripts when we cannot get market depth into multicharts.
If we plot bid and ask for a symbol, we may be able to get the size or ticks for the best bid and best ask. But how to get size for bid-1, bid -2, ask+1, ask+2 etc ?
This is possible through PowerLanguage scripts; the code must accumulate the volume to be charted.
As to your second question, we're not planning to include this in MultiCharts.
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Alex Kramer
- Posts: 834
- Joined: Feb 23 2006
I meant that it's possilbe to create an ask or bid chart and accumulate its volumes - ok, maybe we just misunderstood each other, please comment if this is important.
Alex,
I think that having the ability to create indicators for the bid and ask sizes in the market depth of a stock or futures contract would be incredible! Very few charting platforms allow you to do this, but it is a feature that many experienced programers want to see in a charting platform.
For now, I am using the universal DDE link in excel to take the cummulative bid and ask from a spreadsheet that is linked to my IB TWS. This gets the job done, but it would be nice to eliminate the spreadsheet.
Thanks
I think that having the ability to create indicators for the bid and ask sizes in the market depth of a stock or futures contract would be incredible! Very few charting platforms allow you to do this, but it is a feature that many experienced programers want to see in a charting platform.
For now, I am using the universal DDE link in excel to take the cummulative bid and ask from a spreadsheet that is linked to my IB TWS. This gets the job done, but it would be nice to eliminate the spreadsheet.
Thanks
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Alex Kramer
- Posts: 834
- Joined: Feb 23 2006
Thanks for the interest and the proposal, I can tell one thing about our plans - that what we intend to do in the area of accumulating data is add synthetic symbols.
