vrtrader64 Posted March 13, 2014 Report Share Posted March 13, 2014 The folks at Nanex have a truly amazing chart that allows you to visualize the evolution of order book "depth" over time. Below is an example, and here is a link where they explain how to read this type of chart: http://www.nanex.net/aqck2/4394.html I think it's something that could be implemented in MT and I would very much like to see it. Quote Link to comment Share on other sites More sharing options...
0 HK~ Posted March 13, 2014 Report Share Posted March 13, 2014 Considering IB's historical data limitations, that does not look IB friendly... Quote Link to comment Share on other sites More sharing options...
0 vrtrader64 Posted March 13, 2014 Author Report Share Posted March 13, 2014 You would run it in real time, not with historical data. In fact there is a tool out there that works with IB and presents similar charts and even allows you to trade from them. It is called BookMap and I will not link to it here, since it may be considered a competing product to MT. Quote Link to comment Share on other sites More sharing options...
0 Jerry Medved Posted March 13, 2014 Report Share Posted March 13, 2014 will add to things to look at later Quote Link to comment Share on other sites More sharing options...
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vrtrader64
The folks at Nanex have a truly amazing chart that allows you to visualize the evolution of order book "depth" over time.
Below is an example, and here is a link where they explain how to read this type of chart: http://www.nanex.net/aqck2/4394.html
I think it's something that could be implemented in MT and I would very much like to see it.
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