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Stanislav Korotky  
If someone of you keeps the recorder constantly running for specific symbols and obtains archives of the market books, you may send them to me, and I'll share them with others to make it easier to backtest algorithms on larger time intervals and diversity of financial intruments. Also this will allow us to compare and analyse market books captured on different brokers.
retireyoungretirerich  
Stanislav Korotky:
If someone of you keeps the recorder constantly running for specific symbols and obtains archives of the market books, you may send them to me, and I'll share them with others to make it easier to backtest algorithms on larger time intervals and diversity of financial intruments. Also this will allow us to compare and analyse market books captured on different brokers.

hi, how do you calculate the size of the market? I cannot reconcile the number from depth. 

I would expect a volume from bid and ask but there is only 1 number which i can't figure out which field it is referring to

Could you please advise? Thanks

Stanislav Korotky  
retireyoungretirerich:

hi, how do you calculate the size of the market? I cannot reconcile the number from depth. 

I would expect a volume from bid and ask but there is only 1 number which i can't figure out which field it is referring to

Could you please advise? Thanks

I'm not sure what you're asking. The utility just records MetaTrader's market books "as is" for further usage in other programs. The structure is built-in - mqlbookinfo. It contains the volume, the price, and the type. Make sure your broker provides real market depth information for the symbol of your interest.

gkasprza  

Hi. Is there a way to read the files created by this EA without using the others EAs / Indicators mentioned in the main description?

I would like to have either a sample reading code or the name of an application that could read it.


Thank you.

Stanislav Korotky  
gkasprza:

Hi. Is there a way to read the files created by this EA without using the others EAs / Indicators mentioned in the main description?

I would like to have either a sample reading code or the name of an application that could read it.

Hi, OrderBook History Library is specifically intended for reading the files from your own programs. You can find example source codes in the Comments for the library.

DrWh0  
I tried to use it, but it shows error "initializing of OrderBook Recorder (BTCUSD,M1) failed with code 1"
Stanislav Korotky  
If you have some problems, please, report them with details directly to me. Unfortunately, the site does not always send notifications about your comments.
douglas14  
Can I see the code ?
Stanislav Korotky  
douglas14:
Can I see the code ?

No. But you can use the library for using in your code.

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