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Multicharts: How access to the tape data (ask, bid price and volume) programming
I would suggest to access the information the Volume Profile provides and you can find sample indicators in the official forum and an example in the MC.NET Programming Guide.
Thank you ABCTG but is not the same, In the volume profile data what you see is the ask or bid crossed orders classified by price. In the tape what you see is the last orders with the volume of the market order (one transaction is a market order crossed with a limit order). The data refers the same, but the classification is not the same. The tape shows the orders crossed by the volume of the market order, the volume profile do not give that classification.
I can show you how to do this using NinjaTrader if you are interested.
Ian
In the analytical world there is no such thing as art, there is only the science you know and the science you don't know. Characterizing the science you don't know as "art" is a fools game.
Thank you very much ABCTG, It has been very useful for me.
If you agree iantg, I think it would be inspiring for all of us like me are trying to learn about programming the tape. Thank you in advance.
You should run this as a strategy and within the strategy either create print statements to the output window or if you are serious programmer you can send the data somewhere... such as a SQL Server table, or a file. If you are starting …
Also I am enclosing the sample level 2 book strategy. This will expose the entire visible range of the DOM via code.
Now, what you do with this from here.... is the interesting part.
Happy Coding!
Ian
In the analytical world there is no such thing as art, there is only the science you know and the science you don't know. Characterizing the science you don't know as "art" is a fools game.
