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Open Feature request MC-520

Order Book Data availability in PowerLanguage / Chart / Storing Level 2 - Data

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18
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Description

It would be a great feature to be able to access the order book data within powerlanguage and use it like any other price - data as well as being able to chart the levels within a chart window around the actual trade. 
In order to generate historical charts the data would have to be stored and an import function for e.g. csv files provided.
A lot of data, but storage is cheap, and this kind of analysis will only be done on a handfull
of liquid underlyings.....

Steps to reproduce this issue

Feature request.

Comments (2)
#0
user-offline.png  Daenerys (Guest)
Dec 28, 2011 - 09:06

Please add this feature to MCharts
Thanks
Milton

#0
user-offline.png  Locust (Locust)
May 14, 2012 - 04:58

Great that the orderbook-data is now avaliable within powerlanguage, but half of the feature request is not there as far as i can see. Only the level 2 data of brokers via dom are being used and not stored ! Please add vendors like iqfeed, and provide a storing option, so it can be used for strategy backtests.
Kind regards
Locust

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    MultiCharts 8.0 (RELEASED)
  • Status
    Released
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (3)
People involved
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Normal
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