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The CME broadcasts this information. TradeStation 3.5 and 4.0
can display this information and send it to Excel, but it isn't
saved anywhere in TradeStation. If you do a DDE to excel you can
see how many are trading at each price (trdsize) and if you
program a macro or a VB program, you can save this information.
You can also see this info within TS but you can't save it there
(at least not in TS 3.5)
You can also see the bid and ask & size and save all the values
you can see but can't save in TS, in excel or in VB. I hope this
function becomes internalized in the new version since we are
paying for the data anyway, but not saving it currently within
TS. The side - effect of saving all this info is that the data
file becomes something like 5x larger when you save each change
in bid / ask / bidsize / asksize / trdsize for the EMini. I hope
TS 2000i has a good data compression routine or these data files
will quickly start to get out of hand for actively traded issues
like EMini.
Patrick White
>Will TS 2000 be able to tell me how many contracts traded at any
given price
>in the eminis? Will any system tell me this? Is it even
broadcast by the
>CME?
>
>thx
>
>Philip
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