Is it possible ...

[clearpicks]

Is it possible for an EFS to access level II information in market depth windows? If so, any limitation on which is accessible and which is not?

[gspiker]

No it isn't. Would be nice though....

[TURLIES]

Hi Garth,
Do you know if the only data/values able to be processed in .efs files are O/H/L/C and Volume? It would be nice to access other data - eg : Bid/Ask etc.

Paul

[ACM]

Paul
While waiting for Garth to provide you a more complete answer you can use getMostRecentBid() and getMostRecentAsk() for Bid/Ask.
Alex

[gspiker]

Alex gave you my more complete answer ;-)...

I haven't used these calls yet, but from other's I understand they work.

If you are planning on using these with a very active contract (like ES) I would make a really simple case first and see what it does to your CPU and check lag carefully. I'm not saying there will be problems, just that it is possible and rather than spending many hours coding an EFS only to find out it kills your puter, a little upfront work could save you time in the long run.

G

[clearpicks]

Could you give me a simple example of how to use getMostRecentBid() and getMostRecentBidAsk()? What parameters to use? Thanks.

[ACM]

clearpicks
There are no parameters, just the function as you wrote it.
Alex

[clearpicks]

Is it possible to use them to get a symbol's bid and ask while the EFS is running on an chart drawing another symbol?

[ACM]

Re: Reply to post 'Is it possible ...'

clearpicks
It returns the Bid/Ask only for the instrument that is being charted
Alex