Missing Bid-Ask levels - page 6
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Everything works fine on MOEX
Interesting. I once used AMR on a demo. Right off the bat, from the first time I realized that something was wrong here. I gave up and abandoned it.
There is a reason to go to the MOEX and assess what's there.
Interesting. I used the AMR in the demo once. Right off the bat, the first time I realised something was wrong. I gave up and abandoned it.
There is a reason to go to the MOEX and evaluate what's there.
Rena, I wrote that it all depends on the feed, whether the direction of the deal is transmitted in the structure or not.
If not, the platform itself calculates this direction, on the principle described above.
Plaza2 most likely passes this parameter. And the platform processes the feed in accordance with the protocol specification.
Therefore, counter requests forPlaza2 are not visible in the trades feed, which gives the impression that there are no problems. There are no problems at all in any feed.
And CQG most likely does not pass this parameter, that's why the platform calculates the direction of deals by itself.
Because of this, we can see the counter orders in CQG in the feed. It gives the impression that there is a problem.
But it is not a problem, it is the specifics of the processing of the flow that does not pass the direction of the transaction.
It's just that the developers probably didn't need to display a graphical object of counter transactions, on the tick chart of the stack.
Because it is useless information, for graphical display. Only misleads users who are not familiar with the specifics of the protocol of the transmitted stream.
And if on the side of the MT5 gateway, do not accept the parameter" direction of deal"for Plaza2, then the platform will calculate this direction itself.
Then in the deals register both on the tick chart of the stack and forPlaza2will be able to see counter orders.))
If the limit is thrown into the spread and immediately converged with the market, it doesn't go into the queue and apparently doesn't change the best price of the queue.
I mentioned this at the beginning, I just don't remember exactly, if you pick up the matchbook it will be clear.
If it were a queue it would be different. But - it's not a queue, it's a stack, a queue in reverse. The last one to show up becomes the first one to perform.
Spectra Plaza2 Specification
For CQG, search for yourself.
Spectra Plaza2 Specification
For CQG, look it up.
Fired...
Any trade has an initiator (an aggressive order), it sets the direction.
Whatever you want to call it. One stands in place, the other comes to it.
Who goes, sets the direction, right?
And about trades in spread.
I mixed up the colour, it does not change the sense.
Any trade has an initiator (an aggressive order), it sets the direction.
Whatever you want to call it. One stands in place, the other comes to it.
Who goes, sets the direction, right?
And about trades in spread.
The colour is wrong, it does not change the meaning.
Now imagine that two initiators go at the same time.
Who then sets the direction? Who is the initiator?
And what would be the name of such a deal?
You do not read at all what is written here.
Now imagine that two initiators go at the same time.
Who then sets the direction? Who is the initiator?
And what would such a deal be called?
You don't read what's being written here at all.
Now is that right? By a fraction of a second the seller came in early, so the next Last trade will be a sell. Followed by buy.
Each trade will be called by its own name. There is no confusion. Do you understand what you are writing?
If someone thinks that the Limit order placed in the spread will be neutral, he is also mistaken.
When you send your Limit order, do you know exactly what it is? That is, where will the system take it, to a bid or an offer?
Divergent aggressive orders don't share the same limiter, each goes to "their" side. Because there is no
anything hanging in the air. Everyone is standing in their own place.
Now is it right? By a fraction of a second, the seller has come in early, so the next Last trade will be a sell. Followed by a buy.
Each trade will be called by its own name. There is no confusion. Do you understand what you are writing?
If someone thinks that the Limit order placed in the spread will be neutral, he is also mistaken.
When you send your Limit order, do you know exactly what it is? That is, where will the system take it, to a bid or an offer?
Divergent aggressive orders don't share the same limiter, each goes to "their" side. Because there is no
anything hanging in the air. Everyone is standing in their own place.
Understand, in counter transactions, there is no split-second early, split-second late.
The two initiators arrived exactly at one moment in time, a millisecond or a microsecond, it does not matter.
That's why they don't reach the best limit orders in the market, they are placed inside the spread.
Therefore, an aggressive buyer does not change the Ask, an aggressive seller does not change the Bid.
Their bids will converge inside the spread, and will spawn Last.
And in the trades feed there will be N/A direction not defined, but on the tick chart of the stack there will be a common graphical point, which is equal to neither Ask price nor Bid price.
This is the only way.