Scanning the ticker

[Toolbag]

Hi, I'm looking for a program that can monitor the trades in LIFFE/EUREX and turn them into a useable format, ie a ticker with filters sort of thing......has anyone come across something along these lines....T

 

[peto]

Probably I don't really understand what you want, but It sounds like a print-out of time and sales, which a charting program like http://www.medved.net/quotetracker/ would provide once connected to a compatable data-feed like IQFeed http://www.iqfeed.net/quotetracker/. Right click on a chart or symbol and select 'Raw Data'.

Customise which info you require (time date price bid ask high low) and get block trades over your selected size highlighted. Quotes could be filtered to exclude those trades under a certain size and colour coded to show if they taken from the bid or the ask side.

pete

 

[Toolbag]

Probably I don't really understand what you want, but It sounds like a print-out of time and sales, which a charting program like http://www.medved.net/quotetracker/ would provide once connected to a compatable data-feed like IQFeed http://www.iqfeed.net/quotetracker/. Right click on a chart or symbol and select 'Raw Data'.

Customise which info you require (time date price bid ask high low) and get block trades over your selected size highlighted. Quotes could be filtered to exclude those trades under a certain size and colour coded to show if they taken from the bid or the ask side.

pete

Thanks Pete, I'm looking for a streaming ticker, screen based, that can filter size, for instance I might be interested in seeing all the trades in the Gilt above 20 lots, and the ticker then filtered to show this stream of trades above 20 lots..

 

[Jerry Medved]

Toolbag, on QuoteTracker's Raw Data/T&S screen, you can select to filter or highlight based on size.