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Jayson; Sure, its a another major
module to add for Tomasz. Pretty sure he is aware of how LII is
displayed in eSignal, for instance, or MedVed. Even if you
don't subscribe, you can check out a demo on those services. I'm
fairly sure he has in mind building that in at some point, plus extended
portfolio capabilities.
Someone could write the module as an add on, but
its going to be much better if Tomasz intergrates it.
Richard
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Jayson
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, March 14, 2004 5:29
PM
Subject: RE: [amibroker] Level II
<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:
<A title=jcasavant@xxxxxxxxxxx
href="">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
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
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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@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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