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'$ volume' and 'balance of buy/sell volume' as watchlist and scanner variables


MTG
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Hi Mike,

I have 2 ideas I'm hoping you might consider adding.

1. In the level II window, there's a column called "$ volume" which is the bid/ask volume*price. Could that be made a column for the watchlist and a variable for the scanner please?

2. In the level II window there's a vertical line (circled) which indicates the ratio of buy to sell orders. Could that be made a numerical value for the watchlist and scanner too please? eg. a value between 0 and 1, where 0.5 is an equal number of buy & sell orders.

Thanks very much.
 

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Edited by MTG
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in the scanner you can just compute the value for the bid/ask * bid/ask size, but note that it will only be for the top bid.  If you want a column, you can have the scanner set one of the result values to that - note that scan can now have multiple results and you can name the columns

as for Level II ratio - L II data cannot be used on portfolios - that would require Level II data on all symbols in the portfolio, which is not there.

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