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[amibroker] Re: eSignal RT Market Depth Quotes - Is this Possible??



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Thanks for your reply, Tomasz. I do look forward to progress that you
make towards accessing level 2/market depth via forumlas. You're doing
a fantastic job!

Russ S.


--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
>
> Hello,
> 
> As of now only level-I data (bid/ask/bid size/ask size/ last/last size)
> are available by means of GetRTData
> http://www.amibroker.com/f?getrtdata 
> from the formula level.
> 
> Adding ability to access level-ii/market depth/totalview from the
formula
> level is on the to-do list. I do not have date yet. Sorry. 
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "razorruss17" <rsebring@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, December 30, 2005 2:30 AM
> Subject: [amibroker] eSignal RT Market Depth Quotes - Is this Possible??
> 
> 
> > Burning Question! Are we able to utilize eSignal's 'Market Depth' data
> > in RT Amibroker? I'm dying to include this data in a real time trading
> > system, but have not found any starting point for getting Amibroker to
> > "see" these fields! DDE or other means would be acceptable! 
> > 
> > Does anyone out there have any experience in this area? Please Provide
> > any help you can! 
> > 
> > Just in case, here's some info on my present trading setup
> > 
> > 1. I trade through an application called HammerTrade
> > 2. HammerTrade can use DDE and according to Hammer support, ODBE
> > connections between HammerTrade and other applications can be
> > accomplished.
> > 3. I rely heavly on limit order book / market depth actvity to gauge
> > trades, and through eSignal or other provider, having Amibroker
> > calculate some market depth stats and alerts would really be a great
> > tool. 
> > 
> > If you have any ideas that could help me out, I'd deeply appreciate
> > your help. I've searched near and far and simply lack the framework to
> > solve this on my own. Please Help! 
> > 
> > 
> > 
> > Russ S.
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> > Please note that this group is for discussion between users only.
> > 
> > To get support from AmiBroker please send an e-mail directly to 
> > SUPPORT {at} amibroker.com
> > 
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > 
> > 
> > Yahoo! Groups Links
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> >
>






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