I wonder if this can be done?

[Ryanolifelix]

I'm Trying to store a value of the traded volume at a certain price every say 5 seconds and add the growth to the volume 5 seconds ago so that I can store the growing volume at a certain price. But...

I also want to store the price at a certain price if the price moves to different odds and start adding that value of traded money to the already stored value of the other price and so on if the price keeps moving.

At the best back market price.

so let's say 10 pounds matched at 1.5
Then 20 pounds matched at 1.5 so 10 + 20 = 30 matched at 1.5, then...

The price moves to 1.6, now say 40 pounds has been matched so I would like 30 + 40 pounds = 70 pounds matched.

I would like the stored value to be done on the best market price of the back book.

I wonder if this is possible?

Any advice would truly be appreciated thank-you.

Ryan.

[Derek27]

I'm Trying to store a value of the traded volume at a certain price every say 5 seconds and add the growth to the volume 5 seconds ago so that I can store the growing volume at a certain price. But...

I also want to store the price at a certain price if the price moves to different odds and start adding that value of traded money to the already stored value of the other price and so on if the price keeps moving.

At the best back market price.

so let's say 10 pounds matched at 1.5
Then 20 pounds matched at 1.5 so 10 + 20 = 30 matched at 1.5, then...

The price moves to 1.6, now say 40 pounds has been matched so I would like 30 + 40 pounds = 70 pounds matched.

I would like the stored value to be done on the best market price of the back book.

I wonder if this is possible?

Any advice would truly be appreciated thank-you.

Ryan.

I don't think it can be done with a rules file. The problem is, when the price moves and you start monitoring a new price, all you'll know is the total volume traded on that runner rather than the volume traded in the last 5 seconds.

[WisdomOfCrowds]

If you've got TradedVolume1 as a stored value and TradedVolume2 as a stored value, you could created a third stored value by subtracting one from the other - this would tell you the amount by which the traded volume had increased.

[Derek27]

If you've got TradedVolume1 as a stored value and TradedVolume2 as a stored value, you could created a third stored value by subtracting one from the other - this would tell you the amount by which the traded volume had increased.

That can only be done at a fixed price. He's talking about keeping a running total as the price moves, if I understand correctly. So you'd have to be monitoring quite a large range of prices.

[WisdomOfCrowds]

If you've got TradedVolume1 as a stored value and TradedVolume2 as a stored value, you could created a third stored value by subtracting one from the other - this would tell you the amount by which the traded volume had increased.

That can only be done at a fixed price. He's talking about keeping a running total as the price moves, if I understand correctly. So you'd have to be monitoring quite a large range of prices.

I agree, Derek, it'd be very challenging to do this for a large range of prices with very frequent updates. I thought I'd mention Bet Angel's ability to create a new Stored Value from existing values just in case the original poster wasn't aware it could be done. I certainly don't know of an easy way to sort this problem.