This has been discussed many times on this list. I am of the opinion that this is impossible to do with IB because IB does not provide real time data. IB provides a "snapshot", so you are not going to get accurate data of what traded on the bid or ask. I would love to be proven wrong.
You can search the archives for more discussion on this topic. James ----- Original Message ---- From: ymtrader1 <[EMAIL PROTECTED]> To: [email protected] Sent: Sunday, January 21, 2007 7:49:18 PM Subject: [amibroker] help building Up volume / Down volume indicator I would like to track the real time intraday up volume (at ask price) versus the down volume (at bid price) in the Dow e-mini future contract YM. I see the function Getrtdata() can return ask & bid prices to compare with the last trade and trade volume. I am using the IB data feed and trying to understand how it handles sending the price and volume data. If anyone has done something similar to this or can offer afl suggestions, I would greatly appreciate it. Thanks, Joe ____________________________________________________________________________________ Cheap talk? Check out Yahoo! Messenger's low PC-to-Phone call rates. http://voice.yahoo.com
