Kreslik.com - traders community since 2006

Today i was speaking with a fellow trader and he told me that his broker has a feature in which it displays the total amount of contracts available on the bid and total on the ask. It also gives him a ratio of this. I was wondering if anyone has seen something similar for tradestation or if it is even possible to make it. I have manipulated information from the charts but never from the matrix. Would love to hear your comments.

Lynx.

In NeoTicker, you can see the Bid and Ask sizes in Level II not only for the best market price but also for a couple of off-market prices.

The question is, though, how much (if at all) does this correspond to the interbank market. And more importantly: is this info going to help you in any way? It's heavily skewed by your broker only having access to selected liquidity providers.

Michal

Thanks, i think your right.