Aggregation of Last Traded Price Amounts (and the price they traded at)

[Stubbo]

Is there anyway to store/display the aggregated last traded price amounts (essentially the market price orders, and whether they were back or lay based on current market price) for a market selection?

Ideally this would be in two additional ladder columns (showing the market orders placed at each of the price points aggregated over time, and resettable to clear at any given moment) but could something be done with history lists to pull this together through Guardian automation?

Thanks,

Stubbo.

[Dallas]

Each order will be made up of 50% back and 50% lay ie, £30 matched at odds of 'X' would be £15 back money, £15 lay money

But if you want to capture the average traded volume over time or price as you suggested you can create a rules file and use Stored Values and put the prices, volume etc into a History list, then you can store a range value from that list ie, the average over the last 30secs and display that on your trading screen
https://www.betangel.com/user-guide/sto ... alues.html


There's quite a few examples in the customization area which use the method above if you need some idea's including these
viewtopic.php?f=69&t=22876
viewtopic.php?f=65&t=21236

[ShaunWhite]

Theoretically you can look at the ltp, determine what side that was, and then halve the traded volume change to keep some sort of 'backed vol' and 'layed vol' ie amounts from the "takers" perspective but the issue is that even looking at each market change message (and presumably BA does some conflation at lower refresh rates) the ltp is the ltp of the last bet matched since the last update, and in that time there could have been many matches at various price.

I looked into this once using the raw api feed and although you can get an approximation it's not especially accurate. Doing it with BA would most likely be even more inaccurate.