Support Board
Date/Time: Wed, 27 Nov 2024 19:07:08 +0000
DOM and number of quote per second
View Count: 2440
| [2013-08-21 17:25:08] |
| nioko54130 - Posts: 108 |
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Hello dear support, i'v just seen that you have just added in your last version of SierraChart a new input in the number bars calculated values which is called " Volume / seconde " It's really interesting to get the speed of the order flow! I would like to know if you could add the same kind of input for the dom. For example, it will be really nice if we could see the number of quote for each second in the orderbook to see the spoofing activity in the order book. The goal of getting this kind of input is to predict an imbalance of the price action, indeed, when we have an imbalance of the price action, it is usually generated by a huge number of quotes in the order book ; so it will be great if you could provide this. Thank's Date Time Of Last Edit: 2013-08-21 17:27:09
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| [2013-08-28 11:44:36] |
| nioko54130 - Posts: 108 |
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http://www.zerohedge.com/news/2012-11-04/how-targeted-quote-stuffing-denial-service-attacks-make-stock-trading-impossible |
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