help on knowledge base marketdepth funtions, please.

[firstnull]

Hi,

I couldn't get the example below from knowledge base to work:

function preMain () {

}

var depthID = 0;

function main()
{
var SourceList = MarketDepth.getSources();

if (SourceList !=null)
{
depthID = MarketDepth.subscribe(SourceList[0]);

debugPrintln("DepthbidSize: " + MarketDepth.bidSize( depthID, 0 ));
debugPrintln("DepthaskSize: " + MarketDepth.askSize( depthID, 0 ));
}


MarketDepth.unsubscribe(DepthID);


}


SourceList comes out to be Null because MarketDepth.getSources() isn't giving a value. I subscribed to nasdaq total view and i'm getting data from esignal instead of other brokerage so am I suppose to get a value back when I call getsources()?. there's not enough explanation for these marketdepth functions.

ultimately i'm trying to save to a txt file level II data, ie bid/ask size and price and market maker ID to file for offline analysis. i'm new and I thought this is the way to go. I figure if I get this working I can build on it.

thanks for anyone's help.

[ACM]

firstnull
Comment out (or delete) the following line of code from your script
MarketDepth.unsubscribe(DepthID);
as I believe the example is incorrect in this regard
Once you do that it should work (it does at my end)
Alex

Hi,

I couldn't get the example below from knowledge base to work:

function preMain () {

}

var depthID = 0;

function main()
{
var SourceList = MarketDepth.getSources();

if (SourceList !=null)
{
depthID = MarketDepth.subscribe(SourceList[0]);

debugPrintln("DepthbidSize: " + MarketDepth.bidSize( depthID, 0 ));
debugPrintln("DepthaskSize: " + MarketDepth.askSize( depthID, 0 ));
}


MarketDepth.unsubscribe(DepthID);


}


SourceList comes out to be Null because MarketDepth.getSources() isn't giving a value. I subscribed to nasdaq total view and i'm getting data from esignal instead of other brokerage so am I suppose to get a value back when I call getsources()?. there's not enough explanation for these marketdepth functions.

ultimately i'm trying to save to a txt file level II data, ie bid/ask size and price and market maker ID to file for offline analysis. i'm new and I thought this is the way to go. I figure if I get this working I can build on it.

thanks for anyone's help.

[firstnull]

Thanks, ACM, but that didn't work either. MarketDepth.getSources() still returns Null.

[ACM]

firstnull
As I said it is working at my end as you can see in the two screenshots enclosed below
FWIW I slightly modified the debug line to print the bid depth count, the bid value and bid size at the specified depth ie 0 in the top screenshot and 1 in bottom (note that in the Formula Output it shows DepthaskSize instead of DepthbidSize only because I forgot to edit the string)
Alex

Thanks, ACM, but that didn't work either. MarketDepth.getSources() still returns Null.

[firstnull]

Thanks, Alex. So to test this out I coded this as a study and reloaded the study after making the change you suggested during market hrs to be sure I have level 2 quotes but the formula output window still printed NUll.

[firstnull]

Hi Alex,

After you wrote this study and you verify it, you added it to a chart right? and when you did that it started printing to the output screen? I did that process but it's not printing. am i missing a step somewhere?

thanks