Here is a couple of examples of peculiar order books. They are still technically valid.
Buy and Sell price levels are overlapped (despite the fact they are organized in 2 separate halves - each for corresponding type):
GAZP 2018.07.2518:42:34.1590 S 138.65181 S 138.5910162 S 138.5813 S 138.5724 S 138.569005 S 138.5524126 S 138.5427 S 138.51268 S 138.5116809 S 138.4960310 S 138.4865211 S 138.4775412 S 138.45225613 S 138.4330014 S 138.421415 S 138.4176116 S 138.3967017 S 138.1120018 S 134.6242019 S 133.551062720 B 143.23956421 B 138.8653322 B 138.3973923 B 138.3810624 B 138.3110025 B 138.252926 B 138.24607227 B 138.2357128 B 138.211729 B 138.220130 B 138.19131 B 138.17232 B 138.16233 B 138.15934 B 138.132535 B 138.12127636 B 138.11155337 B 138.1323038 B 138.0851539 B 138.072022
In pink color sell offers are highlighted with price levels which are lower than bottom half of the book, that is below all visible buys.
In blue color buy offers are highlighted with price levels which are higher than upper half of the book, that is higher than all visible sells.
In yellow color both buy and sell offers are highlighed which match each over, that is listed in both halves.
Zero spread
GAZP 2018.07.2513:45:08.0960 S 138.198481 S 138.183722 S 138.17773 S 138.165694 S 138.159525 S 138.146146 S 138.132207 S 138.127048 S 138.1117139 S 138.146410 S 138.0933811 S 138.0866212 S 138.0770013 S 138.0648414 S 138.0560015 S 138.0426416 S 138.0320017 S 138.0226418 S 138.0115719 S 138.0223720 B 138.062521 B 137.9360422 B 137.9230823 B 137.9193624 B 137.989825 B 137.89239526 B 137.8813327 B 137.8783028 B 137.86211729 B 137.8532730 B 137.8457631 B 137.83102532 B 137.82130233 B 137.81221234 B 137.893035 B 137.7945136 B 137.78520237 B 137.7786638 B 137.7631939 B 137.757782
Best buy and sell offers have the same price, that is the spread is zero.
Hi. I've been trying to use this utility, but after trying to export a basic .hob file to CSV the script is crashing MT5 terminal. In the log I can find this message:
Hi. I've been trying to use this utility, but after trying to export a basic .hob file to CSV the script is crashing MT5 terminal. In the log I can find this message:
Please, provide more info - which parameters do you have, how did you get the hob-file, which is the terminal version, what do you mean by "crashing". You may send all the details to me via the private messaging here on mql5.com.
Here is a couple of examples of peculiar order books. They are still technically valid.
Buy and Sell price levels are overlapped (despite the fact they are organized in 2 separate halves - each for corresponding type):
In pink color sell offers are highlighted with price levels which are lower than bottom half of the book, that is below all visible buys.
In blue color buy offers are highlighted with price levels which are higher than upper half of the book, that is higher than all visible sells.
In yellow color both buy and sell offers are highlighed which match each over, that is listed in both halves.
Zero spread
Best buy and sell offers have the same price, that is the spread is zero.
Hi. I've been trying to use this utility, but after trying to export a basic .hob file to CSV the script is crashing MT5 terminal. In the log I can find this message:
"0 22:18:19.722 OrderBook Utilities (WINZ18,M1) Can't read file Books\WINZ18\20181107.hob"
Any clue how to solve it?
Thank you
Hi. I've been trying to use this utility, but after trying to export a basic .hob file to CSV the script is crashing MT5 terminal. In the log I can find this message:
"0 22:18:19.722 OrderBook Utilities (WINZ18,M1) Can't read file Books\WINZ18\20181107.hob"
Any clue how to solve it?
Please, provide more info - which parameters do you have, how did you get the hob-file, which is the terminal version, what do you mean by "crashing". You may send all the details to me via the private messaging here on mql5.com.