It would be a big help to me to see liquidity in dollar amounts on the Level II window. My screenshot should make this plain. There looks to be plenty of real estate on the window, so I'm hoping you can do this for me.
I track some ETFs that I have found may or may not be tradeable during pre-market hours. Depends on the liquidity available from the market makers. I always trade in terms of dollar amounts, don't really care about number of shares or price. My custom order entry code takes care of that for me.
But to check liquidity, I have to pull up the calculator and do the calculation by hand. With a lot of ETFs, that's not really feasible as each one takes time. And if action is happening, I need to be able to act fast.
So if you could multiply 2 numbers and add a 3rd column for me, that would be a great help.
Only where I have the red rectangle. The individual entries below that are unnecessary.
FWIW - I need this only for premarket, regular hours liquidity is not a problem.
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wwalkowski
It would be a big help to me to see liquidity in dollar amounts on the Level II window. My screenshot should make this plain. There looks to be plenty of real estate on the window, so I'm hoping you can do this for me.
I track some ETFs that I have found may or may not be tradeable during pre-market hours. Depends on the liquidity available from the market makers. I always trade in terms of dollar amounts, don't really care about number of shares or price. My custom order entry code takes care of that for me.
But to check liquidity, I have to pull up the calculator and do the calculation by hand. With a lot of ETFs, that's not really feasible as each one takes time. And if action is happening, I need to be able to act fast.
So if you could multiply 2 numbers and add a 3rd column for me, that would be a great help.
Only where I have the red rectangle. The individual entries below that are unnecessary.
FWIW - I need this only for premarket, regular hours liquidity is not a problem.
Thanks.
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