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  • Bid-ask sizes

    Alexis:

    Is it possible to use the bid and ask sizes as an indicator?

    For ex. (bidsize - asksize) plotted as a
    histogram.

    TIA,

    dom

  • #2
    dom
    Yes you can use getMostRecentAskSize() and getMostRecentBidSize(). For information on these and other Bid/Ask functions available in EFS see this article in the EFS KnowledgeBase.
    Also see this forum where you will find several efs written by JasonK that use Bid/Ask data to create various types of analysis.
    Alex

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