FORTS Please help - page 16
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Here's a screenshot of today's trading
From top to bottom of the minutiae
1.Micex
2. Si
3. RIM5
4. open interest RIM5
5. number of buyers / sellers
I am attaching chart file number 3 4 5 6 to the message.
If it's not difficult to check the data given by MT5 (I don't have it). It will become clear.
Since skype replied, I do not see the point in duplicating the answers to the previously asked questions here.
As for comparing OM and order allocation in MT5 with QuickMatch - everything is the same. Checked more than once. Of course, I did not check all instruments, only the most liquid ones.
Not necessarily. I use OM for other algorithms. There are many types of arbitrage, one of the classic ones is stock vs. futures of that stock. There's like a plaza, fast enough execution (it used to be absolutely horrendous 2 sec), there's a VPS analogue. You could try a couple of simple ones. I see some guys try to start calendar arbitrage, but with such quality of arrivals, it's unrealistic so far + no stocks + no options ....
Mikalas: if it is not difficult to check the data. Or send me that MT5 gives on this data (1 minute TF). I will check it myself.
Since I answered on Skype, I don't see the point in duplicating the answers to the earlier questions here.
As for the comparison of OI and order allocation between MT5 and QuickMatch, everything is the same. I have checked it many times. Of course, I did not check all symbols, only the most liquid ones.
Do you accumulate online information onSYMBOL_SESSION_INTEREST ?
Since I answered on Skype, I don't see the point in duplicating the answers to the earlier questions here.
As for the comparison of OI and order allocation between MT5 and QuickMatch, everything is the same. I have checked it many times. Of course, I did not check all symbols, only the most liquid ones.
That's right.
Thanks for the reply. Dimitri but I've somehow learned in robotics to take my word for it (everything fits). Even if someone says yes, I will double-check this information (since I have doubts). Unfortunately programming in MQL got used to it (multicurrency analysis, my ass) how many validations do I need to get the data, and I still have to be sure that the data is correct...
Not necessarily. I use OM for other algorithms. There are many types of arbitrage, one of the classic ones is stock vs. futures of that stock. There's like a plaza, fast enough execution (it used to be absolutely horrendous 2 sec), there's a VPS analogue. You could try a couple of simple ones. I see some guys try to start calendar arbitrage, but with such quality of arrivals, it's unrealistic so far + no stocks + no options ....
Mikalas: if it is not difficult to check the data. Or send me that MT5 gives on this data (1 minute TF). I will check it myself.
The Quick hung up. Fuck it! I'll reinstall tomorrow neatly and compare.
Here's the current live RTS with MT5, just for the sake of example.
2015.04.02 22:19:41.968 INFO (RTS-6.15,M1) 0101 Total number of buy orders at the moment 1614; Total number of sell orders at the moment 670; Total volume of opened positions 632056.0