spread TT

January 14th, 2019, 11:17 AM

Hi, I`m interested in the following.
How do you get the value in the spread columns.
Do you have any formulas by which I can see how the values in the cells and the table in the book change?
And also answer how the negative and positive values change in the spread price cells at each level.

January 24th, 2019, 09:42 AM

cigeltrader

Hi, I`m interested in the following.
How do you get the value in the spread columns.
Do you have any formulas by which I can see how the values in the cells and the table in the book change?
And also answer how the negative and positive values change in the spread price cells at each level.

The information you are wanting is not output from the Analytics Block. This is simple Market Data you are pointing out from your screen shot. You state that you are wanting the formulas that are used for calculating these pieces of market data shown on the MD Trader Window.

What is it you are exactly wanting here? Are you wanting to build all of this in ADL for your trade algo? Are you wanting to build an Autospreader Contract and the custom pricing?

Are you wanting to have all this in an EXCEL format? You can use the RTD linking and Export functions for these types of Market Data.

Links:

https://library.tradingtechnologies.com/trade/xl-excel-and-the-tt-rtd-server-overview.html

https://library.tradingtechnologies.com/trade/xl-retrieving-order-properties.html

February 2nd, 2019, 01:45 AM

You seem to be replying to yourself!

The first post appears to be an MD window for an Autospreader. If so then the price in the center column is a function of how the autospreader is defined, not only it's formula but what precision you want. Note that you can have a precision value smaller than a tick. Obviously meaningless when trading 1-to-1 spreads, but valuable in more complex situations.

In your second post you start talking about ADL. They are two very different things - and ADL doesn't use the MD window.

I've been using TTs XTrader Pro for about 15 years - not identical to the new TT product but extremely similar - so ask away if you have questions. (And I'm a heavy ADL user)

September 2nd, 2019, 04:39 PM

have u tried with Excel RTD to rebuild dom in excel ?

September 2nd, 2019, 06:34 PM

No I used RTD primarily for pricing models and position management

spread TT

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spread TT