I'm surprised how hard it is to find a software that allow you to model the markets correctly. What I've been looking for is a platform that allow you to retrieve the current bid/ask levels, and also which price the last trade was made on . This will require a ECN based broker/platform, but as I have not found a decent one yet and it takes time evaluating each platform/talk with the company I was hoping someone could recommend something.
For Metatrader for example, you're stuck with the platform always giving you the Bid as the price (even if the trade was made at ask). This is the same for Multicharts - you can only set the symbol to either show bid or ask, hence you need top instruments in each chart, and the close price you get depends on if the chart is bid or ask based.
What I need is a software (and data vendor) where you can retrieve the current ask/bid price, and also see at what price the last trade was made. This must be accessible from the code, in order to analyses it. It's a plus if market depth is available as well, but so far I've only seen visual tools for this - none where you can use it in a strategy.
Any suggestions are appreciated. Oh, I forgot - it's for forex trading.
For Metatrader for example, you're stuck with the platform always giving you the Bid as the price (even if the trade was made at ask). This is the same for Multicharts - you can only set the symbol to either show bid or ask, hence you need top instruments in each chart, and the close price you get depends on if the chart is bid or ask based.
What I need is a software (and data vendor) where you can retrieve the current ask/bid price, and also see at what price the last trade was made. This must be accessible from the code, in order to analyses it. It's a plus if market depth is available as well, but so far I've only seen visual tools for this - none where you can use it in a strategy.
Any suggestions are appreciated. Oh, I forgot - it's for forex trading.
