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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@xxxxxxxxx>
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.
>
>
>
>
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>
> 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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