Hi All,
The attached screenshot is of the last time minutes before a horse race in the UK
I am trying to monitor at what price ( the middle and left of three columns) the money (left column) is being matched at . This screenshot is of a ten minute period, so the ranges can be much larger for longer time periods ,range is from 1 to 350 (Middle column). When the market is live the Money arrives slowly to start with the as post time arrives it will come much faster so can be matched at any price but typically will arrive within a 3 to 4 tick price range and this range will move up and down the ladder updating dynamically at a chosen speed from 200mls to 5 seconds depending on deployed strategy. Using the screenshot as an example, Im looking to monitor the whole ladder, if we take the price of 185 where £13279 has been matched as the" Touch price" or last traded price I would like to generate a singnal when the next £100(amount to be adjustable) is matched and whether the price its matched at is up or down from tough price.
Many thanks for any input Greg
The attached screenshot is of the last time minutes before a horse race in the UK
I am trying to monitor at what price ( the middle and left of three columns) the money (left column) is being matched at . This screenshot is of a ten minute period, so the ranges can be much larger for longer time periods ,range is from 1 to 350 (Middle column). When the market is live the Money arrives slowly to start with the as post time arrives it will come much faster so can be matched at any price but typically will arrive within a 3 to 4 tick price range and this range will move up and down the ladder updating dynamically at a chosen speed from 200mls to 5 seconds depending on deployed strategy. Using the screenshot as an example, Im looking to monitor the whole ladder, if we take the price of 185 where £13279 has been matched as the" Touch price" or last traded price I would like to generate a singnal when the next £100(amount to be adjustable) is matched and whether the price its matched at is up or down from tough price.
Many thanks for any input Greg