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  #1 (permalink)
cigeltrader
moscow
 
Posts: 7 since Oct 2016
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Hi, I`m interested in the following.
How do you get the value in the spread columns.
Do you have any formulas by which I can see how the values in the cells and the table in the book change?
And also answer how the negative and positive values change in the spread price cells at each level.


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  #2 (permalink)
cigeltrader
moscow
 
Posts: 7 since Oct 2016
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cigeltrader View Post
Hi, I`m interested in the following.
How do you get the value in the spread columns.
Do you have any formulas by which I can see how the values in the cells and the table in the book change?
And also answer how the negative and positive values change in the spread price cells at each level.

The information you are wanting is not output from the Analytics Block. This is simple Market Data you are pointing out from your screen shot. You state that you are wanting the formulas that are used for calculating these pieces of market data shown on the MD Trader Window.

What is it you are exactly wanting here? Are you wanting to build all of this in ADL for your trade algo? Are you wanting to build an Autospreader Contract and the custom pricing?

Are you wanting to have all this in an EXCEL format? You can use the RTD linking and Export functions for these types of Market Data.

Links:

https://library.tradingtechnologies.com/trade/algo-trading/excel-integration-with-tt/description-excel-integration-with-tt/excel-and-the-tt-rtd-server-overview/

https://library.tradingtechnologies.com/trade/algo-trading/excel-integration-with-tt/task-excel-integration-with-tt/retrieving-order-properties/


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  #3 (permalink)
 
SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
Experience: Advanced
Platform: TT Stellar & Tradestation
Broker: Primarily Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals, U308 and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,247 since Dec 2013
Thanks Given: 4,591
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You seem to be replying to yourself!

The first post appears to be an MD window for an Autospreader. If so then the price in the center column is a function of how the autospreader is defined, not only it's formula but what precision you want. Note that you can have a precision value smaller than a tick. Obviously meaningless when trading 1-to-1 spreads, but valuable in more complex situations.

In your second post you start talking about ADL. They are two very different things - and ADL doesn't use the MD window.

I've been using TTs XTrader Pro for about 15 years - not identical to the new TT product but extremely similar - so ask away if you have questions. (And I'm a heavy ADL user)


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  #4 (permalink)
Chrisdb
Vienna,Austria
 
Posts: 6 since Jun 2011
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have u tried with Excel RTD to rebuild dom in excel ?


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SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
Experience: Advanced
Platform: TT Stellar & Tradestation
Broker: Primarily Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals, U308 and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,247 since Dec 2013
Thanks Given: 4,591
Thanks Received: 10,545

No I used RTD primarily for pricing models and position management


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Last Updated on September 2, 2019


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