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Date/Time: Thu, 25 Apr 2024 23:43:41 +0000

Post From: Numbers Bars: Spreadsheet access to bid /ask size?

[2015-07-22 01:21:59] Link To Thread - Link To Post [Go To First Post]
User62657 - Posts: 11
I need to access each 'bid size at price' and 'ask size at price' found in the Numbers Bars study. By example, a 10 minute numbers bar (for S&P) typically has lots of separate bid and ask size information at each price within that 10 minute graphic bar. I'm trying to gain spreadsheet access to the size information for bid and ask at price (note I don't want the total bid+ask at price). The output might look like: Bid \|Ask 1572 @ 2110.25 \| 661 @ 2110.25 1581 @ 2110.00 \| 859 @ 2110.00 205 @ 2109.75 \| 0 @ 2109.75 I should be able to determine the bid size at 2110.00 was 1581...I should then be able to port that data to a spreadsheet. This must exist internally just to produce numbers bars. How can I gain access and port to a spreadsheet for further analysis I've read the documentation and queried the forums/faqs, but still haven't found the solution. This must be possible Thank you in advance.