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<FONT face=Arial color=#0000ff
size=2>Richard,
Kind
of, sort of... I wish there was a way to show some history so we could see a
trend. Something like bid price * bid volume, and ask price*ask Vol then plot
both or the sum or a moving average of the sum to see which side the power is
on. In current form we can see only the last value and on a liquid stock like
CSCO it simply changes too fast to be of much value (to me). I have traded email
with Tomasz several times and apparently offering a history is more challenging
than I had hoped.....
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Richard Harper
[mailto:rdharper@xxxxxxxxxxxx]Sent: Sunday, March 14, 2004 5:29
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Level II
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
to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
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Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend
SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend
SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
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