[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] help building Up volume / Down volume indicator



PureBytes Links

Trading Reference Links

I would like to track the real time intraday up volume (at ask price) 
versus the down volume (at bid price) in the Dow e-mini future contract 
YM.  I see the function Getrtdata() can return ask & bid prices to 
compare with the last trade and trade volume.  I am using the IB data 
feed and trying to understand how it handles sending the price and 
volume data.  If anyone has done something similar to this or can offer 
afl suggestions, I would greatly appreciate it.

Thanks,

Joe


Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.17.3/642 - Release Date: 1/20/2007 10:31 PM