pulling and stacking

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mdtrader
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pulling and stacking

Post by mdtrader » Thu Jul 25, 2019 10:50 am

How can I get access to the pulled and stacked orders in the book around a pricelevel?
I need to see how much is pulled and how much is stacked, say +/- 5 levels from the actual price.
Is where any example to do this and what is a workaround to do this?

Thanks

Andry API support
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Re: pulling and stacking

Post by Andry API support » Wed Jul 31, 2019 11:56 am

You can use DepthListener of the Simplified interface. Use depth updates to fill your own orderBook and to track levels sizes changing around best bid/ask

ricktrader911
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Re: pulling and stacking

Post by ricktrader911 » Mon Dec 09, 2019 5:03 pm

any updates on this? Has anybody figured it out?

Andry API support
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Re: pulling and stacking

Post by Andry API support » Wed Dec 11, 2019 5:14 pm

hi ricktrader!
Could you provide details on what is supposed to be figured out.

engineered
Posts: 1
Joined: Wed Sep 20, 2023 10:41 pm

Re: pulling and stacking

Post by engineered » Tue Mar 12, 2024 10:27 am

Hello,

This feature is available in Engineered's Pulling & Stacking Indicator which is available in the Bookmap Marketplace.

The indicator will measure the rate of pulling (removal of orders) and stacking (adding of orders) in the order book at the closest levels above and below the spot price of a security. It comes with a default level depth of +/- 10, but it can be configured to +/- 5 levels or whatever depth is chosen. If buyers or sellers are significantly demanding or avoiding transactions near the spot price, that may be a leading indicator to near-term price movement.

Please reach out if there are any questions. Visit Engineered's website for more information.

-Scott
The Engineered Team



 

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