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Direct MessagesDate/Time: Fri, 03 May 2024 06:37:43 +0000
[Programming Help] - DOM: Last size column
View Count: 1100
| [2019-10-01 13:10:09] |
| User76183 - Posts: 68 |
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DOM: Last size column shows as unchanged value if traded volume doesn't change into the same price level. For example: Bid is 100, several sell-market orders with same amount has been traded into that bid consequently-1,1,1,1,1,1,1. In that case "Last size column" shows "1" as a stable number, it looks as if only 1 contract has been traded into that Bid, if price hasn't been changed. It is better to visualize by flashing new trade, otherwise consequent similar trades will be missed. |
| [2019-10-02 00:33:33] |
| User76183 - Posts: 68 |
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it's matter if we have 1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1 traded into the Bid, price hasn't changed, but it shows as "1" STABLE ,which is absolutely incorrect. It could be solved by implementing "display flashes if the same vol. traded into the same Bid/Ask" just to visulize it. Date Time Of Last Edit: 2019-10-02 00:35:19
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| [2019-10-05 02:36:20] |
| User76183 - Posts: 68 |
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Any chance to use any study for this column?
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| [2021-02-22 04:51:13] |
| User904434 - Posts: 46 |
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I have the same problem and I use "Denali exchange data" from SC - have you got any answer / solution?...I used before Interactive brokers data feed and it hasn't worked properly as well. Denali is better but this is also my observation.
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