Re: [amibroker] Level II

["Richard Harper" <rdharper@xxxxxxxxxxxx>]

Jayson.   
 
It would appear that those who've paid for LII 
service could get most of the data within Amibroker with this function.  I 
think the only thing missing is the market maker id.   As you probably 
know, the value of LII is in the trickest kind of day-trading... scalping.  
Large positions, in and out quickly.  
 
Thanks,
Richard
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Jayson 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Saturday, March 13, 2004 5:49 
  PM
  Subject: RE: [amibroker] Level II
  
  <FONT face=Arial color=#0000ff 
  size=2>Tomasz is doing some work towards a modified time and sales screen but 
  zi hsve not heard any thing about level II. Have a look at what he has done 
  with GetRTdata, it is certainly a start in the right 
  direction..
   
  Regards, 
  Jayson 
   
  
  new AFL function: GetRTData( "field" )- retrieves the LAST (the most 
  recent) value of the following fieldsreported by streaming real time data 
  source )(Note 1: this function is available ONLY in PROFESSIONAL 
  edition,calling it using Standard edition will give you NULL values for 
  all fields)(Note 2: works only if data source uses real time data source 
  (plugin) )(Note 3: availablity of data depends on underlying data 
  source- check the real-time quote window to see if given field is 
  available )(Note 4: function result represents the current value at the 
  time of the call/formula execution/, and they will be refreshed depending 
  on chart or commentary refresh interval/settable in preferences/. Built-in 
  real time quote window is refreshedway more often (at least 10 times per 
  second) ) 
  Supported fields:"Ask" - current best ask price "AskSize " - 
  current ask size"Bid" - current best bid price "BidSize " - current 
  bid size"52WeekHigh" - 52 week high value"52WeekHighDate" - 52 week 
  high date (in datenum format)"52WeekLow" - 52 week low 
  value"52WeekLowDate" - 52 week low date (in datenum format)"Change" - 
  change since yesterdays close"Dividend" - last dividend 
  value"DivYield" - dividend yield"EPS" - earnings per share"High" - 
  current day's high price"Low" - current day's low price"Open" - 
  current day's open price"Last" - last trade price"OpenInt" - current 
  open interest"Prev" - previous day close"TotalVolume" - total today's 
  volume"TradeVolume" - last trade volume"ChangeDate" - datenum 
  (YYYMMDD) of last data change"ChangeTime" - timenum (HHMMSS) of last data 
  change"UpdateDate" - datenum (YYYMMDD) of last data update"UpdateTime" 
  - timenum (HHMMSS) of last data update"Shares" - total number of shares 
  
  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Richard Harper 
  [mailto:rdharper@xxxxxxxxxxxx]Sent: Saturday, March 13, 2004 6:45 
  PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] 
  Level II
  Hi;  
   
  Has anyone ask for LII capability in 
  Amibroker?
   
  RichardSend BUG REPORTS 
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