API Support Forum
OEC API > Market Data > ask-bid histogram
Author Topic: ask-bid histogram
(5 messages, Page 1 of 1)
Moderators: VPfau
AArt
Posts: 5
Joined: Mar 08, 2010


Posted: Mar 08, 2010 @ 09:53 PM             Msg. 1 of 5
Hello,

I would like to know the feasibility of writing a histogram that uses ask/bid volume as input.

It would use the same data displayed in the Market Delta footprint chart.

I need a visual representation of the ask/bid delta that will work on a 5 tick range chart.

Thx

Art Renne
SergeK
-Developer-
Posts: 475
Joined: Jan 26, 2007


Posted: Mar 09, 2010 @ 10:31 AM             Msg. 2 of 5
OEC API does not provide ask/bid history, but you are free to implement your own recording.
AArt
Posts: 5
Joined: Mar 08, 2010


Posted: Mar 09, 2010 @ 01:02 PM             Msg. 3 of 5
Thx,

I guess the answer is yes.

Can the same result be achieved with your Easy Language implementation? I know the new Tradestation has the ask/bid data available.

It’s OK that the history is not available– just need the real time data in visual form. The term histogram refers to the type of graph display.

Thx

Art Renne
AArt
Posts: 5
Joined: Mar 08, 2010


Posted: Mar 09, 2010 @ 02:28 PM             Msg. 4 of 5
The easy language key words are

Value1 = UpTicks;
Value2 = DownTicks;

Does OEC support these key words?

Thanks for your help


Art
Edited by AArt on Mar 9, 2010 at 14:30:58
AArt
Posts: 5
Joined: Mar 08, 2010


Posted: Mar 10, 2010 @ 04:11 PM             Msg. 5 of 5
OEC Easy Language implementation did what I needed. Using upticks/downticks also gives me the history automatically.

Art