Fins in the glass - trying to understand what happened by the ticks - page 14
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
P.S. There are no "bid bands" in open exchange information. On professional exchange platforms you can account for this yourself by recording changes in supply volume at certain levels. But in my experience - it will not give you much
It's not in MT5 (they don't broadcast it), but it is on the exchange:
Alexei!
Everything is very simple!
The exchange receives requests (3 types)
They are assigned an arrival time and stored in the cache, until the
Auction, which is summed, rejected or put in the cup.
The auction does not take place in real time, but in portions.
The bids are piled up, e.g. 100 bids, or on a timer (I can't say for sure).
Then, the filled cup (SRES) is transferred to us.
From the tape of bids, which goes practically in real time, the cup and from the tape of deals,
which is transmitted after the auction, we can see the full picture of the trade.
Without the tape of bids - the picture is not complete (bids at the auction are summed up or rejected without generating an ask/bid)
we have arrived at the tumblr and the tape of trades that were formed AFTER the auction.
Is it clear now?
Let's say the bid tape gives additional information about rejected trades, which I am not sure about, but how can this information help us? Everything else is in the tumblr and the trades feed.
And in general, absolutely this information does not provide an answer to the situation described. I understand that Bid and Ask are written only in the case of new orders in the book on the border of spread, and if you eat the book gradually and no one will put requests on the border of the spread, in fact, Bid and Ask will be the last value of request for deal in the book, according to MQ.
Suppose the order feed gives additional information about rejected trades, which I am not sure about, but how can this information help us? Everything else is in the tumblr and the trades feed.
And in general, absolutely this information does not provide an answer to the situation described. I understand that the Bid and Ask are written only in the case of new orders in the book on the border of spread, and if you eat the book gradually and no one will put requests on the border of the spread, in fact, the Bid and Ask will be the last value of request for a deal in the book, according to the version MQ.
I'm tired, think how you like.
I'm tired, think how you like.
You either didn't understand the question or you didn't give an answer to what you know.
How do you explain the lack of new Bid and Ask for more than 3 seconds?
You either didn't understand the question or didn't give an answer to what you know.
How do you explain the absence of new Bid and Ask for more than 3 seconds?
Based on the above explanation, all bids were consolidated with each other within the same slice.
But it's really strange, as if only 2 bidders were trading, and deliberately sending counter bids of the same volume at the same price.
You either didn't understand the question or didn't give an answer to what you know.
How do you explain the absence of new Bid and Ask for more than 3 seconds?
In order to answer your question you need all the requests that came in that
time interval. (Everywhere e-commerce + networks, maybe there was some kind of glitch)
It's not in MT5 (they don't broadcast it), but it is on the exchange:
I do not know how practically important this information is, somehow I prefer the stock exchange laugh. If this kind of information was dumped from Lime Exchange to client terminals, it would probably go crazy. )) Probably what makes efficient terminals so valuable is that they give the client only that information, which can improve trading. This is of course + -...For example, in the market depth function in ninjatrader we can divide events into insert, update, remove, i.e. we can separate events of level insertion, level removal, and level changes from the order book. This may be interesting for scalpers, not for me, but the information is there ))
Do you trade futures on the CME?
If so, please create a topic "Trading on CME".
and, if you don't mind, describe step by step the steps
to take in order to trade there.
Do you trade futures on the CME?
If so, please create a topic "Trading on CME".
and, if you don't mind, describe step by step the steps
to trade there.
I do not know if there is a need for a separate topic. It's quite simple. I don't know if there is a need for a separate thread. By the way, he also offers the MT5 platform and lets you use it in one account with other platforms, which is sometimes handy. You can try it out (2 weeks per email) without opening an account, the data from cqg is fully identical to real (prices, volume, chart, feed). Send request for account opening, photocopies of documents, after approval, min deposit of $500. Without trading your account will be charged $5 to $15/month for live data, based on the section you select. When trading, there is a round trip fee, i.e. opening and closinga position. List of contracts traded, margin required..specifications - available on broker's website. I prefer intraday trading as the margin is significantly lower. I prefer intraday, because the margin is much lower. There are other brokers with a much wider list of traded instruments, there are shares and options, but they do not offer MT5. All the information can be found on the Internet. In addition, about once every three years I get a request from the auditor for confirmation of the account status. Actually, that's probably all)).
I don't know if a separate topic is needed. Everything is simple enough. It is forbidden to advertise brokers, but the name of the broker I trade through regularly appears in the threads. By the way, he also offers the MT5 platform and lets you use it in one account with other platforms, which is sometimes handy. You can try it out (2 weeks per email) without opening an account, the data from cqg is fully identical to real (prices, volume, chart, feed). You send your request for an account, photocopies of documents, after approval, min deposit of $500. Without trading your account will be charged $5 to $15/month for live data, based on the section you select. When trading, there is a round trip fee, i.e. opening and closinga position. List of contracts traded, margin required..specifications - available on broker's website. I prefer intraday trading as the margin is significantly lower. I prefer intraday, because the margin is much lower. There are other brokers with a much wider list of traded instruments, there are shares and options, but they do not offer MT5. All the information can be found on the Internet. In addition, about once every three years I get a request from the auditor for confirmation of the account status. So, I guess that is all I have to say.)
Thank you