HELP! DDE Formula

[DaxTrader]

stevet

"if u trade on Eurex - of course you are getting their average price as opposed to last price - so the data issues from non- average price exchanges would not affect you"

yes I do trade solely Eurex pretty much, could you explain what you mean by the above - thanks.

If size is pulled and someone gets stopped down and filled on the end of a move, I want the price on the chart unless the trade is busted, as it is a traded price. It can be laborios editing prices, usually just check it off against Futuresources on line charts.

I was told that IB, PATS etc ie trading platforms get their data from a different feed from the data vendors who aren't trading platforms as well, and that the trading feed was better as a result.

 

[JonnyT]

Hi Stevet,

Again not true.

Using IBs feed charting for example Seirra only uses the 'Last traded price' and not the bid/offer. You therefor do not get these erronous spikes of which you speak of.

JonnyT

 

[DaxTrader]

Oatman

finally read back to start of topic - for dde link code try this:

"id2?req?YM_FUT_200312_ACE"

which is DEC Dow minis

works with Snapdragon software, try with/without quotes

good luck

 

[stevet]

johnny T

i am talking about last price - not bid/offer - i get what you mean -but i definetly mean last price

 

[stevet]

daxtrader

Eurex do not supply the last price as you might normally understand it - they supply the last average price - which basically means they use a smoothing algorythm - and the same on the CBOT as ACE is actually the same system as Eurex and Eurex rent it to the CBOT - but the CBOT are changing soon to the Liffe system


re fills at the end of a move - there are a bunch of technuical issues here - which mean lasts can appear - but will not appear on charting data suppliers - and i mean lasts - not bid offer pricing

re platform feeds - yes, absolutly - not so much different feeds - but the platform feed in general is right from source - whereas the data suppliers get it one step further down the chain, and then it goes to their systems and then to the user - so well delayed

but IB is different to Pats, TT and GL as their feed does go to them first and then they supply it as sampled data - the others are not sampled

 

[stevet]

johnny T

thinking about it, Siera ( and i have not seen it, but assume it is just like a normal charting software) must itself sample the data from IB in order to chart it - so you may not get all the ticks onthe chart anyway, but you wiil get the improtant ones - different to using a system that is fired off the ticks

 

[JonnyT]

Sierra simply but the ticks into 1 minute OHLC data.

Thats good enough for me.

JonnyT