Guys, I need a little help pulling some data into excel - what I want is not that complicated I would have thought...
... you know if you bring up a T&S window in an MD_trader, it shows trades in blue if they are at the offer, and red if they are at the bid, with an associated quantity - this is what I want, to make a distinction between trades @ the Bid and the Offer.
If I use the RTD and the "LastQty" parameter, the quantitaties seem to be cumulative... and it doesn't differentiaite between hits and lifts - for example, say a market is quoted as 1 - 2... LastQty might show "30" when the T&S shows 20 going through at 2 (i.e. lifting the offer).. then the market moves to 2 - 3, and another 10 come through at 2 (i.e. hitting the bid). These are shown as the same Qty; I want to be able to differentiate between the hits and the lifts...
Anyone got any ideas?
much love
G
... you know if you bring up a T&S window in an MD_trader, it shows trades in blue if they are at the offer, and red if they are at the bid, with an associated quantity - this is what I want, to make a distinction between trades @ the Bid and the Offer.
If I use the RTD and the "LastQty" parameter, the quantitaties seem to be cumulative... and it doesn't differentiaite between hits and lifts - for example, say a market is quoted as 1 - 2... LastQty might show "30" when the T&S shows 20 going through at 2 (i.e. lifting the offer).. then the market moves to 2 - 3, and another 10 come through at 2 (i.e. hitting the bid). These are shown as the same Qty; I want to be able to differentiate between the hits and the lifts...
Anyone got any ideas?
much love
G