bid and ask

Tracking a Bid or an Ask Price

Tracking a Bid or an Ask Price

This video demonstrates how to create a custom instrument which tracks the bid or ask price of another symbol, and retains and charts the information historically. Especially useful for infrequently traded options to track their bid price regardless of whether the option actually trades or not.

Quotepage columns tokens

Four bid/ask related quotepage columns with corresponding RTL tokens are available:

  • Bid Tick Count (RTL: BTICK)
  • Ask Tick Count (RTL: ATICK)
  • Bid Volume (RTL: BVOL)
  • Ask Volume (RTL: AVOL)

These market data items update in real-time as trades are received for the instruments you are tracking:

Tracking Bid and Ask Sizes Historically

This video demonstrates how to chart the changes in bid and ask size historically. In addition, the charts will display how many trades occurred while the bid or ask size remained constant.