Originally posted by Rustie the main thing I'm after is the volume. MB's market depth has the acctual volume at the bid and at the ask.
So I wanted the real volume traded to be chartable.....
Hi Rustie,
Thanks for your post.
There's a couple of things you've described. First, the "volume" or size that people are bidding, or offering to sell, for.
The latest innovation, available with the next version of eSignal (due in the next few weeks) is called The DOM ("Depth Of Market").
The DOM can be powered by MB's forex data, along with over a dozen other brokers.
In addition, the DOM will show more than just the size at the best bid & ask, but will show the aggregated size at price for MB's entire book (or ECN)!
The second part of your question was regarding volume, or the amount that's actually traded, so you can plot volume on a chart.
eSignal's charts use the GTIS forex feed, which doesn't carry contributors' size or traded volume.
While no schedule has yet been reported, MB is working on adding historical data to their API - which may include traded volume.
I'll post more when I find out additional information!
MB has the depth of market and sizes (volume traded).
I'm after a way of charting the volume at the Bid and Ask, volume at price. Like the market profile, Photontrader and MarketDelta.
I currently use eSignal premier for charts and MarketDelta for the market profile chart and bid ask charts.
MarketDelta wont include MBs depth or feed only the eSignal feed which is cool if eSignal uses MBs market depth then pipe it into the bid ask chart with all the other exchanges.
I guess, is it possible to have MBs data listed as one of eSignals exchanges? Im guessing not.
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