how to write code to get bid, ask, and online interest
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what is online interest? You can get realtime bid/ask values using the reserved words InsideBid and InsideAsk. Another approach would be to use Ask and Bid data as Data2 and Data3 and then access it this way.
As datafeeds don't deliver this into Multicharts or Tradestation one could only create such an indicator with reading data into the platform by an indicator (unless you want to send the data in via DDE). Meaning you'd need a source first that gives you access to the data and then you can create code that reads that data.
For Multicharts check out the --- Market Depth on Chart --- build in indicator. For Tradestation check the MarketDepthProvider object and the indicator Level II to Excel for examples.
Regards,
ABCTG
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