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Bid size, Ask size


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Bid size, Ask size

  #1 (permalink)
 emini_Holy_Grail 
Dallas,TX
 
Experience: Intermediate
Platform: NinjaTrader, OpenQuant
Broker: Zaner/Zen Fire
Trading: ES,6E,6B,GC,CL
Posts: 597 since Nov 2009
Thanks Given: 176
Thanks Received: 126

can anyone suggest how to read Bid size and Ask size? as it changes so fast in seconds, it shows high "ask size", in next few seconds, shows higher "bid size"

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  #3 (permalink)
 tulanch 
Salt Lake City, UT
 
Experience: Intermediate
Platform: SC, NT, MT
Broker: AMP
Trading: NQ ES YM Bonds
Posts: 265 since Mar 2010
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in Nija I have worked with OnMarketDepth and updated variables defined in my global section, they update as fast as the data comes in...here is the snipit of OnMarketDepth from Ninjas online help
protected override void OnMarketDepth(MarketDepthEventArgs e)
{
// Print some data to the Output window
if (e.MarketDataType == MarketDataType.Ask && e.Operation == Operation.Update)
Print("The most recent ask change is " + e.Price + " " + e.Volume);
}

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  #4 (permalink)
pmccandless
Arizona
 
Posts: 14 since Apr 2010
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it changes so often because orders are constantly being created, filled, and cancelled.

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Last Updated on April 2, 2010


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