Excel import Depth-of-Market Volume - TradeStation | futures io social day trading
futures io futures trading

Excel import Depth-of-Market Volume
Updated: Views / Replies:1,547 / 2
Created: by DavesRisk Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 100,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Thread Tools

Excel import Depth-of-Market Volume

Trading Apprentice
Cleveland, Ohio
Trading Experience: Intermediate
Platform: Sierra Chart
Favorite Futures: ES
Posts: 5 since Jul 2010
Thanks: 2 given, 0 received

Excel import Depth-of-Market Volume

I'm looking for a way to export/display the Depth-of-Market Volume in Excel.
I have TOS and TS and I was wondering if anyone on this forum has a way of doing this.

Trading Apprentice
Cleveland, Ohio
Trading Experience: Intermediate
Platform: Sierra Chart
Favorite Futures: ES
Posts: 5 since Jul 2010
Thanks: 2 given, 0 received

What's that noise?

Let me try this again...
I'm looking to import the Bid/Ask Volume into Excel.
Anyone out there have any ideas?

Trading Apprentice
Tulsa, OK
Trading Experience: Intermediate
Platform: TOS
Favorite Futures: ES
Posts: 2 since Feb 2013
Thanks: 0 given, 1 received

TOS's Market Depth separate window allows you to "highlight" the rows of interest, and then "cut & paste" that data into various cells in a separate Excel spreadsheet for later data manimulation use, which can then be further refined by developing repetitive macros in Excel. The trick of course is to get that who process automated on a fix x-minute schedule for use in followng market movements, etc.

I once saw the above process explained in a web video, but do not remember the names. As I recall a third party program was being used to set the time factors, was then linked to the TOS Market Depth copying action and then taken to input into Excel. Long way to get to where you are going.

I also received a TDA newsletter about TOS's upcoming capabilities to use Thinkscript to manipulate Market Depth data, but I have not seen any converrsation or further newsletter info about that either.

If you do see something similar, let me know, as I too would like to play with modifying the data stream from that function in TOS. Good luck.

The following 2 users say Thank You to Arch1 for this post:


futures io > > > > Excel import Depth-of-Market Volume
Thread Tools

Upcoming Webinars and Events (4:30PM ET unless noted)

Journal Challenge $1600 in Prizes & Free Journalytix for all participants!


3 Excellent Entries, and How To Automate Them w/Kevin Davey

Feb 21

The Driving Force Behind the Market w/Earn2Trade

Mar 5

TBA w/Stage5 & iSystems

Mar 12

TBA w/John Grady @ No BS Day Trading

Mar 19

Day Trading Oil Futures: Reducing Risk & Increasing Profits w/DTN IQFeed

Mar 26

Similar Threads
Thread Thread Starter Forum Replies Last Post
Cummulative Market Depth Numbers Baseheadz NinjaTrader Programming 14 February 18th, 2013 12:17 AM
Display 10 levels of market depth in the SuperDOM dario1 NinjaTrader Programming 6 August 12th, 2012 07:55 PM
Depth of Market and Accumulated Volume Cudashark ThinkOrSwim Programming 5 December 18th, 2011 06:20 PM
Gom Volume Ladder/ Import Failed??? skyfly NinjaTrader 1 May 22nd, 2011 08:35 PM
Exporting Volume Profile data from NT6.5 to Excel. How is it jungian Beginners and Introductions 4 May 20th, 2010 11:07 AM

bid/ask, data, dow, newsletter, ream, think or swim, thinkscript, tos, tradestation, volume

All times are GMT -4. The time now is 06:38 AM. (this page content is cached, log in for real-time version)

Copyright © 2019 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432 WhatsApp Business, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2019-02-22 in 0.19 seconds with 14 queries on phoenix