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
pulling and stacking
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Re: pulling and stacking
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
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Re: pulling and stacking
hi ricktrader!
Could you provide details on what is supposed to be figured out.
Could you provide details on what is supposed to be figured out.
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Re: pulling and stacking
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
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