Adventures In .NET

so are you saying that I need all 3 packages for full book on equities? $119 + $49 = $168/month I'll be using Fidelity as my broker, but also have accounts with TradeStation and Schwab.

If all I trade are US equities that are non-OTC, which package will get me the most complete data without getting something that I don't need? U.S. Equities Trading Bundle which includes Nasdaq TotalView Market Depth and Cboe EDGX Equities Market Depth or would Nasdaq TotalView Market Depth by itself get me what I need?

Saw this posted in Discord.

@timtrader Do you happen to have any screenshots or video of your MT next to ATP setup showing the discrepancy with fills?

Is there a way to create a custom color set for the Raw Data window? I'm colorblind, so I like to customize the colors to work for me. I'd like to be able to set the foreground/background colors of either the last column or the whole row depending on whether the price is above ask, at ask, in between bid and ask, at bid, or below bid. Right now, I only see a pre-defined list of Color Sets in the dropdown for the Raw Data window.

************** Exception Text ************** System.NullReferenceException: Object reference not set to an instance of an object. at MT.StartupWizard.Wizard_Finished(Object sender, EventArgs e) in C:\MedvedTrader\MT\StartupWizard.cs:line 474 at AeroWizard.WizardControl.OnFinished() in C:\MedvedTrader\AeroWizard\WizardControl.cs:line 404 at AeroWizard.WizardPageContainer.OnFinished() in C:\MedvedTrader\AeroWizard\WizardPageContainer.cs:line 462 at AeroWizard.WizardPageContainer.nextButton_Click(Object sender, EventArgs e) in C:\MedvedTrader\AeroWizard\WizardPageContainer.cs:line 594 ************** Loaded Assemblies ************** mscorlib Assembly Version: 4.0.0.0 Win32 Version: 4.8.9181.0 built by: NET481REL1LAST_C CodeBase: file:///C:/Windows/Microsoft.NET/Framework64/v4.0.30319/mscorlib.dll ---------------------------------------- MT Assembly Version: 1.0.0.0 Win32 Version: 1.1.9932.102 CodeBase: file:///C:/Program%20Files/Medved%20Trader/MT.exe ----------------------------------------

Thanks @timtrader. I have ATP and agree - it's not meant for active day trading. That's a good workaround to have it open with just the necessary windows. My TD account has been migrated to Schwab and although I could re-open a new TD account, I've heard that all of those will be migrated by May, so it's not worth taking that route. I'll be interested to know how Schwab works once everyone has been migrated, but if they keep their current margin policies (limited small-cap tickers with leverage, and some without margin that trade like a cash account), then it will be a no-go for me.

Does that mean with Fidelity, you can place an order and get filled, but not know about it for a few seconds?

What do you mean "Their systems are not as good as Ameritrade or some others"?

Anyone used both TradeStation and Fidelity that can compare order execution? I'm interested in which has faster fills and the best price improvement, etc. TIA

Did the market replay get put off further? Perhaps it could work with either a standalone recorder or a window in Medved where you enter the tickers you'd like to record. It then stores tick, level 2, and time and sales data locally, using that for tick-based data for trading practice upon replay. People could even share their market recordings. < fingers-crossed />

Awesome! I asked because this doesn't show it. https://www.medvedtrader.com/www/frontend/datasource

Did the market replay get put off more? Perhaps it could work where there was either a standalone recorder or window in Medved where you enter the tickers you'd like to record and it then stores chart, level 2, and time and sales data locally, then uses that for tick-based data for trading practice upon replay. People could even share their market recordings. < fingers-crossed />

Any progress on this Jerry?

Is there a way to extend the current bid/ask lines across the entire width of the chart or at least make them longer? I don't mean the Bid/Ask Lines setting that moves with the bid/ask. I'd like a line extending across the chart for the current values.

Nice job Jerry. Thanks.

Yes. I emailed their support and they said "Also, we released an update to our API to offer depth of market this past week, see https://api.tradestation.com/docs/specification/#tag/MarketData . But we only provide free level 1 data and market depth level 2 data requires a subscription starting at $11/month. We also offer Nasdaq total view (level 3) which is effectively $43/month."

Are you using V2 or V3 of their API? https://api.tradestation.com/docs/specification#operation/StreamMarketDepthQuotes

Will you be able to get Level 2 data from TradeStation or is that not possible?

Yes, equities, but CMEG does not have the PDT rule, so it's popular for those below PDT. They don't have a public API that I'm aware of but currently offer MT4/MT5, Takion, DAS Trader Pro, and Sterling Trader Pro for choice of platform. I'd like to see Medved added to that list.

Have you considered partnering with CMEG as a broker? https://www.cmelitegroup.com/

Is it possible to subscribe to chart events, like indicator values (EMA, SMA, RSI), price changes, etc. or since I want to use the API, will I have to calculate all that in my code? If I submit an order through the API, will the MedVed client pick that up and show it in the GUI?

I'm also interested in this, but I'd like to filter by news date (i.e. newer than xx/xx/xxxx, today), and if possible by market size (i.e. float < 50m), and by price range. Others would be nice - market (NYSE, NASDAQ, etc.)