You already know that you can get the Average Traded Price of any symbol in Excel using the TrueData Excel Plugin.
But did you know that you can also , get this Average Traded Price (ATP), which comes directly from the exchange into your Amibroker charts ??
Yes, you can. You can get it, as of now, in a New pane as Aux 1.
If you are keen to see the ATP, this is what you need to do, preferably before the market starts, daily.
You can amend the same AFL of 'Open Interest' or copy and paste the AFL shown below in a New Pane,
Plot( Aux1, _DEFAULT_NAME(), ParamColor("Color", colorCycle ), ParamStyle( "Style" ) );
Please note the following:-
- As of now, we provide only Real time ATP. You will not get any History and so the data prior to you having logged in, would show as 0
- Whenever a New candle is created on the chart, the ATP in Amibroker will show 0, till the next ATP figure comes in. After that the ATP will update the correct figure till the next candle, change. This happens because Amibroker processes the ATP as zero instead of "no value", when the exchange does not send any value. We are looking for a work around in the near future.
- Meanwhile, we are sure that this should help some of you, who have been requesting for this feature.