NexusFi: Find Your Edge


Home Menu

 





Is streaming market data including market depth available in Multicharts via an API?


Discussion in EasyLanguage Programming

Updated
    1. trending_up 7,304 views
    2. thumb_up 4 thanks given
    3. group 3 followers
    1. forum 11 posts
    2. attach_file 0 attachments




 
Search this Thread

Is streaming market data including market depth available in Multicharts via an API?

  #11 (permalink)
HFF Trader
Minneapolis Minnesota
 
Posts: 14 since Apr 2014
Thanks Given: 8
Thanks Received: 3


ABCTG View Post
HFF Trader,

you should create an entry in the MC project management so others can vote and raise the likelihood of an implementation.

Tradestation has the MarketDepthProvider class that provides realtime updates and no snapshots.

Regards,
ABCTG

Thanks for that info. I will look try to do that.
Do you have experience working with MarketDepthProvider (or QuotesProvider) class? I would like to find out if in their event logic they allow the consumer of those events to get them all sequentially, i.e., to be able to get all updates without any misses (even at the expense of slightly higher latency). For example, based on my experience with XTrader API, one of their price/trade update methods (using events) only gets the latest bid/ask if market conditions are too fast, essentially skipping updates when needed (although the goal is to deliver all updates-it is not guaranteed). However, they also provide another method that guarantees you to get all updates (so they are essentially putting them in a queue for the user to pick them up). I appreciate your insights.

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
The choice of instruments to trade
Psychology and Money Management
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
Any futures traders in Texas looking to give back to tho …
Traders Hideout
Exit Strategy
NinjaTrader
MC PL editor upgrade
MultiCharts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Diary of a simple price action trader
20 thanks
My NQ Trading Journal
19 thanks
Just another trading journal: PA, Wyckoff & Trends
17 thanks
Tao te Trade: way of the WLD
10 thanks
HumbleTraders next chapter
9 thanks
  #12 (permalink)
 ABCTG   is a Vendor
 
Posts: 2,433 since Apr 2013
Thanks Given: 481
Thanks Received: 1,627

HFF Trader,

I have never analyzed this, so I can't say for sure. There also isn't too much info about this, so the best bet would be to ask this question to a Tradestation engineer directly.

Regards,
ABCTG

Follow me on Twitter Reply With Quote
Thanked by:




Last Updated on May 4, 2014


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts