Hi all, simple question from a newbie to AB. I have eSignal proving RT data to AB, but I can’t see the order book. I’m wanting to see the level 2 book (which I have subscribed to) but can’t. Have been through manuals and posts. Any guidance would be greatly received.
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AmiBroker supports Level-1 display (best bid/ask offer) only in Real Time Quote window http://www.amibroker.com/guide/w_rtquote.html
Hi Tomasz,
I just bought Amibroker for adding Book Trading criteria to afl indicator(s), namely, for GetRTData and its relative.
This is after using Amibroker since 2009, ten years; so I have come to the realisation that book trading is useful, and afl as it is, is mostly unreliable without Level II Market Depth Volumes.
I see Amibroker successfully GetRTData of Level 1 BidVolume and AskVolume.
Could you please improve to support market depth Level II, the depth of which is usually 10 each side, Bid-Ask? Total of Level II -Depth of 10 BidVolume and 10 AskVolume is all I am asking for, and is already an existing display/index/function from ib.
Thank you.
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