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Full market depth problem
 Post subject: Full market depth problem Post rating: 0   New post Posted: Tue 17 Dec, 2019, 13:22 

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Joined: Thu 01 Mar, 2012, 17:17
Posts: 42
I'm interested in getting information about market depth for a strategy I'm writing. But when I use your code for full market depth (https://www.dukascopy.com/wiki/en/devel ... rket-depth) it mostly displays just the first line of the market ladder, with occasional flashes of the complete data. Is this intentional? And how can I access the data for deeper levels?

Many thanks, Bunyip


 
 Post subject: Re: Full market depth problem Post rating: 0   New post Posted: Tue 17 Dec, 2019, 18:03 
Visual JForex expert at Dukascopy
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Joined: Mon 22 Apr, 2013, 11:30
Posts: 546
Location: Ukraine, Kiev
Hello.

Described method returns all available at the moment market depth data.
Number of lines in market depth depends on the liquidity available on the specific instrument.

Kind regards, Support Team.


 
 Post subject: Re: Full market depth problem Post rating: 0   New post Posted: Tue 17 Dec, 2019, 18:28 

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Joined: Thu 01 Mar, 2012, 17:17
Posts: 42
The panel on the display at the left hand edge of the screen invariably displays at least 5 levels even when the 'Full market depth' tab is only displaying one. Moreover, the display panel remains just as it is even when the 'Full market depth' tab occasionally displays about 10 levels, so I'm afraid I don't think the method can be working as you wish.

Many thanks, Bunyip


 
 Post subject: Re: Full market depth problem Post rating: 0   New post Posted: Mon 23 Dec, 2019, 11:10 
Visual JForex expert at Dukascopy
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Joined: Mon 22 Apr, 2013, 11:30
Posts: 546
Location: Ukraine, Kiev
Hello.

Example from JForex Wiki shows data for all subscribed instruments.
Tick data for each instrument contains different amount of rows with ask/bid prices and volumes.

See fixed example FullMarketDepth.java which displays data for only one instrument, selected in strategy parameters.
For EUR/USD there are about 10 rows in table for each tick.

Kind regards, Support Team.


Attachments:
FullMarketDepth.java [3.22 KiB]
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