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Snapshot of per minute total Bid/Ask Qty in Qlink?

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  • Snapshot of per minute total Bid/Ask Qty in Qlink?

    Hi!

    While the next version of Qlink is still under development I was wondering whether a request can be put in for capturing/ display of per minute total Bid/Ask Open Interest Qty in Qlink for intraday data.

    This may be seen as an additional request for display of Market Depth I had requested in thread http://forum.esignal.com/showthread....istory-servers

    The request is being put forth since sometimes the Bid Qty may be less or substantially les than the Ask Qty, but the Prices of the intrument may continue to rise throughout the day (or vice-versa for falling prices). Sometimes, the total Bid/Ask ratio remains constant despite the change in actual qty. (Ratio calculation can be done by users themelves in excel)

    This would show that there is a substantial demand out there but is being masked or that it is a Algo Trade being carried out for a large order. One can also compare the effect of change in ratio on the prices and take positions accordingly.

    Regards,

    jjsmalik

  • #2
    I can put this in as a request for you. Thank you
    Thank you,
    Eric O.
    eSignal Support

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    • #3
      Excellent thoughts jjsmalik!

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