Mike Medved Posted November 3, 2021 Report Share Posted November 3, 2021 Quote Link to comment Share on other sites More sharing options...
0 dafa321 Posted November 3, 2021 Report Share Posted November 3, 2021 Hi Mike, nice look chart, can the chart add optional table list price by volume , also maybe the size of shade in the chart reflect volume(see below example )? Quote Link to comment Share on other sites More sharing options...
0 Mike Medved Posted November 3, 2021 Author Report Share Posted November 3, 2021 I am really not sure what that is supposed to be Is that L2 history at each candle? Quote Link to comment Share on other sites More sharing options...
0 Kasper Posted November 3, 2021 Report Share Posted November 3, 2021 Hi Mike, How do you interpret volume on left and right sides of candle? Thanks. Quote Link to comment Share on other sites More sharing options...
0 Mike Medved Posted November 3, 2021 Author Report Share Posted November 3, 2021 Left and right of the candle are just Volume by Price - the left side is the first half of the candle's period, the right side is the right half. The "open" and "close" lines are median prices for the left VbP and the right VbP. Quote Link to comment Share on other sites More sharing options...
0 dafa321 Posted November 3, 2021 Report Share Posted November 3, 2021 Mike, The chart I referred to dxfeed's bookmap, it's really helpful for trading: https://bookmap.dxfeed.com/ Quote Link to comment Share on other sites More sharing options...
0 Mike Medved Posted November 3, 2021 Author Report Share Posted November 3, 2021 Yeah I saw it before (speaking of which, we will be "dxFeed's Medved Trader" soon - that is, we will have dxFeed available in MT). I am really not sure 1. what EXACTLY is being shown. It looks like a huge mess... and 2. Since there is no such thing as historical depth of market, the only way to construct that chart is to turn it on and have it accumulate.? Quote Link to comment Share on other sites More sharing options...
0 dafa321 Posted November 3, 2021 Report Share Posted November 3, 2021 Mike, that's great news - dxfeed will be in MT. The 3D bubbles proportional to the traded volume, green/Red is ratio between how aggressive buyers/sellers. on the right side bar just Bid(green) and ask(orange) book with the accumulation. Quote Link to comment Share on other sites More sharing options...
0 Kasper Posted November 4, 2021 Report Share Posted November 4, 2021 That's interesting picture. I am curious. "dxFeed's Medved Trader" soon?? Is that acquisition or just data feed service collaboration? Quote Link to comment Share on other sites More sharing options...
0 Donald Q. Posted November 4, 2021 Report Share Posted November 4, 2021 3 hours ago, Kasper said: "dxFeed's Medved Trader" soon?? Is that acquisition or just data feed service collaboration? Data feed integration - Level 1, Level 2, LULD, CTA/UTP Quote Link to comment Share on other sites More sharing options...
0 Donald Q. Posted November 4, 2021 Report Share Posted November 4, 2021 19 hours ago, Mike Medved said: Yeah I saw it before (speaking of which, we will be "dxFeed's Medved Trader" soon - that is, we will have dxFeed available in MT). I am really not sure 1. what EXACTLY is being shown. It looks like a huge mess... and 2. Since there is no such thing as historical depth of market, the only way to construct that chart is to turn it on and have it accumulate.? The real beauty of Bookmap is the ability to see liquidity in histogram format. Enhances trading strategies for support, resistance, absorption, iceberg detection, etc. You're correct, the displayed chart is an accumulation of data client side. They also save data for some symbols server side on their own for historical data. Here's another view showing liquidity levels. Lastly, they have the ability to trade directly on the chart for some brokers ... recommend that in the MVP as well 😁 Quote Link to comment Share on other sites More sharing options...
0 Mike Medved Posted November 4, 2021 Author Report Share Posted November 4, 2021 Ok - when you say see liquidity in histogram format - what exactly do you mean, Don? In the picture above, where is liquidity in histogram format? Quote Link to comment Share on other sites More sharing options...
0 Donald Q. Posted November 4, 2021 Report Share Posted November 4, 2021 I think "heatmap" would be the better term, apologies. Annotations above; keep in mind the entire screen to the left of the "Current" section is scrolling to the left continuously. 1 Quote Link to comment Share on other sites More sharing options...
0 merlin8121 Posted November 6, 2021 Report Share Posted November 6, 2021 On 11/3/2021 at 7:20 PM, Mike Medved said: Yeah I saw it before (speaking of which, we will be "dxFeed's Medved Trader" soon - that is, we will have dxFeed available in MT). I am really not sure 1. what EXACTLY is being shown. It looks like a huge mess... and 2. Since there is no such thing as historical depth of market, the only way to construct that chart is to turn it on and have it accumulate.? Hi Mike; could you give us more info about this news pls? , will it be only one more datafeed for MT or the integration will be more extensive (example: they have also a market scanner server side that can be integrated ). Or are you and Jerry selling the Mt to them? thx. Horacio Quote Link to comment Share on other sites More sharing options...
0 Mike Medved Posted November 6, 2021 Author Report Share Posted November 6, 2021 G-d forbid merlin No it is just another data feed in MT. The reason why I called it "dxFeed's Medved Trader" is because they like to call every app that connects to them "dxFeed's something" and put them on their web site. The integration would bring in all their features that are compatible with MT (for example, they are one of the few data feeds that provide info on all symbols they carry, so symbol lookup will be working in MT when connected to dxFeed). Once this is all done I will have to look at what extra features they have. Quote Link to comment Share on other sites More sharing options...
0 merlin8121 Posted November 7, 2021 Report Share Posted November 7, 2021 (edited) Goog This is a great oportunity to integrate their market scanner feed https://dxfeed.com/market-search/dxfeed-radar/ and https://dxfeed.com/market-search/dxfeed-alert-service/ , to have the ability to scan the whole market (server side) . (Benzinga Pro actually have both features , they work very very good and should be "cheap" to subscribe, compared with other services as Trade ideas, scanz etc)) Edited November 7, 2021 by merlin8121 Quote Link to comment Share on other sites More sharing options...
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