Is "market depth" working - page 6

 

Renat:

nowi:
then why is it that every change in asc/bid prices is inevitably accompanied by an increase in real volume in the form of a constant increase in traded lots?
I've seen it hundreds of times and I can safely say it happens. the only question is why?

A market snapshot is most often a snapshot of the market, not an exact stream of all consecutive trades transmitted to the client.

On low liquid instruments the stack will be close to the net flow of trades, while on live/highly liquid instruments only snapshots. And it still depends on technical specifications of API. If the gateway only gives snapshots, nothing can be done.

Snapshots allow us to effectively fight the overload due to potentially unlimited volumes of quotes that would have to be transferred to all participants via the network.

The question is why is the volume of a bid bond added to the traded volumes on every tick?

The question is why is the volume of the limiters added to the traded volumes on every tick?

For example, in the market there is no market maker, the dealing does not have information about the whole market, but it is possible to do honesty and put the dealing pro-trading, why do the users have to catch you in a fake?

ZZZY by the way since you claim to be the "MT5 trading terminal", when will there be a feed of prints?

 
Urain:

Why should users catch you cheating?

Do you too get the feeling that the developers want to make a sucker out of a terminal user? )

Maybe not anymore? After all, the time of kitchens is almost gone.

I think, the developers have time to confess and become saints) Now their client is a trader, not the kitchen.

 
Edic:

Do you too get the feeling that the developers want to make a sucker out of a terminal user? )

Maybe not? After all, the time of kitchens is almost gone.

I think the developers have time to confess and become saints)

I have been here a long time, so long that I understand the developers' task very well; they have to harness a rhinoceros and a doe in one cart.

On one hand, terminal should be simple (not with a lot of complicated settings), on the other hand, it should meet requirements of a sophisticated user, who owns other terminals (and there is a competition, though).

Again, there are multidirectional requirements for speed and minimum traffic (otherwise the terminal will not be popular).

 
Urain:


If you cross a rhinoceros and a quivering doe, you get a donkey))))))))))))))
 
Edic:
If you cross a rhinoceros and a quivering doe, you get a donkey))))))))))))))
Maemo sho maemo (from))))
 
Urain:

The question is, why is the volume of the bid bond added to the traded volumes on each tick?

I.e., instead of pro-trading, we are broadcasted the volume of the limit.

In addition to stats, a stream of ticks is used where there is information about last_trade_price and last_trade_volume.

It is from the last_trade information that the real trades are taken and used to build the real volumes on the charts. And the last_trade information comes from the liquidity providers gateway.


ZS Yes on forex there is no stack in the exchange sense, yes the dealing has no information on the whole forex trading, but you could have done honestly and put the dealing pro-trading, why should users catch you in a fake?

Because users know little about the real situation and prefer myths.

For example, after so many years of using Metatrader you don't even have a clue about multithreading in the terminal. And you've brought the trivial question of stakes in decentralized markets and feeds to what it is - you've slipped down to accusations. And making one-way and reckless statements.


ZZZY by the way since you are claiming the title of "MT5 trading terminal", when will there be a print feed?

There will be a Time&Sales feed. Don't worry.
 
Renat:


There will be a Time&Sales feed. No worries.

That's great!

I apologise for the inconvenience, but could you please answer what I think is a very important question (in bold), if it's not too much trouble. https://www.mql5.com/ru/forum/37133

Вопросы к МТ5 по поводу отсутствия отображения "пустых" баров.
Вопросы к МТ5 по поводу отсутствия отображения "пустых" баров.
  • www.mql5.com
И волатильные фьючерсы с дальним сроком экспирации. - - Категория: общее обсуждение
 
Edic:

That's great!

I apologise for the inconvenience, but could you please answer what I think is a very important question (in bold), if it's not too much trouble. https://www.mql5.com/ru/forum/37133

How do you see it? That MT5 would first create and then draw bars that don't exist? - That's nonsense.
 
C-4:
How do you envisage it? That MT5 would first come up with and then draw bars that don't exist? - That's nonsense.
. You got it wrong. I mean, instead of the bar where there is no tick, draw a line that is as wide as the previous bar's slope (i.e. with the parameters opn=high=close=close of the previous bar) . , instead of ignoring it.
 
Edic:
Why did MT5 come up with these non-existent bars? Maybe it will realise its mistake and "think" them back? that's the question. I mean instead of a bar where open=high=low=close draw a line as wide as the bar, not ignore it.
Imagine what the chart will look like at the weekend (or when the market is closed). No ticks - no bars. That's right.
Reason: