accessing market depth information

[hypertrader]

Is anybody aware of a way to access market depth information via efs?

[eSignal_JasonK]

Hello hypertrader,

We have a few EFS functions that you can use.


getMostRecentAsk()
getMostRecentAskSize()
getMostRecentBid()
getMostRecentBidSize()
getMostRecentTrade()
getMostRecentTradeSize()

[hypertrader]

Hello Jason,

thks for the prompt reply. These functions are a good start. Is there any way to get the cumulative bid / ask sizes as displayed in the market depth window?

[pruggera]

Bid/Ask size in tick replay mode

Hello Jason,

The trade size, bid size and ask size efs functions do not work when in tick replay mode. Any plans to fix this?

Thanks

Phil

[eSignal_JasonK]

Hello Phil,

I'm not aware of any specific plans our development teams has for changing the way these functions work. You may want to pose this question in the 7 Series Beta forum or drop a suggestion to [email protected].

[hypertrader]

Hello Jason,

I am still looking for a way to access the individual and/or cumulative bid / ask sizes as displayed in the market depth window - either preferably by means of a built-in EFS or by any other way i.e. via DDE or Active-X.
Any suggestions highly appreciated. Thnx in advance.

[tharnett]

Hypertrader,
Its very interesting and might be what you are looking for. Go to eSignal Third Party Intgrators and click on MarketDelta.
This tool won't allow you to access marketdepth with efs but might give you the information you were looking for anyway. They use bid/ask volume trades and have come up with an intuitive way of providing info that efs won't allow.
Hope this helps!

Trevor

[eSignal_JasonK]

Hello Hypertrader,

There is a formula in our Library, BidAskVolume.efs, that will give you the total bid, ask and inside volume on a bar-by-bar basis. Is this what you're looking for?