Lapa Posted May 23, 2014 Report Posted May 23, 2014 Would it be possible to add the indicative auction price for pre-open, pre-close for the ASX. This site has some info http://www.camron.co.nz/kraolian/preopen.htm Quote
0 Jerry Medved Posted May 23, 2014 Report Posted May 23, 2014 can only show what the specified quote source returns. If they return updates for the LAST prior to market open, that would show up in MT. Quote
0 vrtrader64 Posted May 23, 2014 Report Posted May 23, 2014 Something similar exists on the Canadian exchange: bid/ask can become locked in premarket auction, leading to a single "calculated opening" price. So if there is no separate "indication" price in the feed, you can still calculate this by looking at locked quotes where bid==ask before the open. Quote
0 Lapa Posted July 4, 2014 Author Report Posted July 4, 2014 The image below shows the Indicative Price and Surplus Volume, would it be possible to capture that info on the Level II window or elsewhere? Image Courtesy of CommSec Quote
0 Jerry Medved Posted July 5, 2014 Report Posted July 5, 2014 No, that really doesn't fit into anything in MT. Quote
Question
Lapa
Would it be possible to add the indicative auction price for pre-open, pre-close for the ASX.
This site has some info http://www.camron.co.nz/kraolian/preopen.htm
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