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  • BID ASK in the scripteditor

    Hello
    my problem is this:
    I want to do a study but I need the best price of the book, that is the real value of the bid and ask of the book.
    I do not need the command "getMostRecentBid ();" or "getMostRecentAsk ();" because it is a value only if traded at market.
    How can I do ? there is someone who can help me?
    Thanks

  • #2
    AlfonsoG
    Assuming I understand you correctly you could use the Depth functions (see the EFS KnowledgeBase for the list of the functions and the required syntax)
    Alex


    Originally posted by AlfonsoG View Post
    Hello
    my problem is this:
    I want to do a study but I need the best price of the book, that is the real value of the bid and ask of the book.
    I do not need the command "getMostRecentBid ();" or "getMostRecentAsk ();" because it is a value only if traded at market.
    How can I do ? there is someone who can help me?
    Thanks

    Comment


    • #3
      Thanks ACM
      but I have two questions to ask:
      1) you can have the market deph for all markets? or only for the US markets?
      2) you can do it with a dde link, with Qlink, in the script editor?
      You can give an example of DDE link in the script editor EFS, for the value of a symbol BID.
      Thanks

      Comment


      • #4
        AlfonsoG
        1) To my knowledge (and as you can see in the image enclosed below where I use VOD-LON) Market Depth is available also on non-US markets. As to which ones specifically you need to ask eSignal's Support
        2) You can use the DDE Output Object to display values from an EFS into Excel. See the image enclosed below which includes a relatively basic working example that shows both how to retrieve the values from the Market Depth and how to set up a DDE Output Object.
        Note that to better illustrate how the EFS Depth function works (namely that it is retrieving each update to the book) I requested the values of the Bid Size but you can easily replace MarketDepth.bidSize( depthID, 0 ) with MarketDepth.bid( depthID, 0 ) in line 12 to retrieve the Bid
        In the image I also show what you need to input in the Excel cell to receive the data from that script example
        For more information on the Depth functions and the DDE Output Object see this and this article in the EFS KnowledgeBase
        Alex

        P.S. Sei per caso Italiano?




        Originally posted by AlfonsoG View Post
        Thanks ACM
        but I have two questions to ask:
        1) you can have the market deph for all markets? or only for the US markets?
        2) you can do it with a dde link, with Qlink, in the script editor?
        You can give an example of DDE link in the script editor EFS, for the value of a symbol BID.
        Thanks

        Comment

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