need getMostRecentBidVolume() and getMostRecentAskVolume()

[clearpicks]

Since getMostRecentBid() and getMostRecentAsk() are already implemented, can eSignal implement getMostRecentAskVolume() and getMostRecentBidVolume to return the current volumes of ask/bid prices ( the first line in the Montage window )? Thanks.

[gspiker]

Clearpicks,

Are you after the bid and ask sizes, or are you interested at the trade volume at bid vs trade volume at ask?

If the later check out this link:

http://forum.esignalcentral.com/show...3082#post13082

[clearpicks]

gspiker,

I am interested in the volumes of the best prices waiting to be executed. For example, in market depth window, if the current best bid price is (MMID = THRD, Bid = 31.76, Bsize = 200), then I am interested in the Bsize 200. Does getMostRecentBidSize() return what I want in this case? If so, it is exactly what I want.

--clearpicks

[eSignal_JasonK]

Hello clearpicks,

The getMostRecentBidSize() function operates as you described. Check out this Bid/Ask formula that displays the size, relative size and price of the most recent Bid, Trade and Ask.

BidAskSize.efs

[clearpicks]

JasonK,

It is great to find out that they were added to the new release right before I decided to add size info to my trading system. When shall you make more market depth information accessible from EFS?


Clearpicks

[eSignal_JasonK]

Hello Clearpicks,

What gets exposed to EFS is really up to our senior staff. I'll put in a vote for you for more Market Depth functions. As an alternative, you can also submit suggestions and ideas to "[email protected]."

[TURLIES]

Hi,
Does anyone know if an efs can update the data based on a change in another factor other than Price Tick change?

- eg: A Bid/Ask study which updates everytime a new Bid or Ask is posted, rather than having the study calculate when a price tick change is made like it does now?

Thanks,
Paul

[eSignal_JasonK]

Hello Paul,

Currently, there isn't a way to trigger the execution of an EFS formula based on a change in the Bid or Ask price. EFS formulas execute on every trade on interval charts.