|
PureBytes Links
Trading Reference Links
|
Russ, any data you can get in Excel you can pull into AB with the DDE
plugin if you define separate ticker symbols for unconventional data
(like bid, ask, size on any market depth level). Unlike GetRTData
this way you are creating an array (storing historical data).
I use it only for best bid/ask/size and it works well apart from a
slight delay. Should you want all data on different mdpth levels for
multiple securities this may cause some serious PC distress I guess.
-treliff
--- In amibroker@xxxxxxxxxxxxxxx, "razorruss17" <rsebring@xxxx> wrote:
>
> 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.
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|