Michael,
If you use a common function for both price and size, you will
see that the price comes first but as one person stated correctly they would
have to be independent events.
So when a new price? and a new size is traded the price
comes first, otherwise they work separately.
All other comments are valid -? no hope for
volume.
In my program I drive the whole program of displaying data in
modified bar format on 5 different forms representing different time frames,
calculating hundreds of different indicators that are created as
objects,?and respond to my key events for orders - it works very well and
very quickly.
However, I use only one instrument that I trade and don't use
volume too seriously as I don't think it is so relevant in futures.
Hope it was of some help
David
?
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----- Original Message -----
Sent: Thursday, June 20, 2002 2:55
AM
Subject: twsapi: Timing of events
Hello,
I'm evaluating TWS ActiveX component in
Visual Basic and I have some
questions/problems regarding 'tickPrice' and
'tickSize' events (I'm
using the web based Demo system for this
evaluations):
1- When last price AND last size change at the same
time(new
quotation), is there some guarantee about the order in which
tickPrice and tickSize events are rised? (ALWAYS tickPrice BEFORE
tickSize?)
2- When quotation repeats at the same price and the same
size, it
seems that there is no tickPrice, nor tickSize events fired. In
this
case, how to detect that a new quotation had taken place (for
example, in order to compute total traded volume by adding all last
sizes)?
Thanks for your help.
Michel.
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