WOM within a certain range

[Dave64]

Is there a way of assessing the WOM within a certain range? I need to factor in the effect of having a big lump of cash appearing one one side of the market but for some reason the WOM condition doesn't seem to recognise when this happens? Is the WOM only calculated using the 3 best prices or can it be configured to monitor a certain range ... for instance the best 6 prices on each side of the book?

[jamesedwards]

Is there a way of assessing the WOM within a certain range? I need to factor in the effect of having a big lump of cash appearing one one side of the market but for some reason the WOM condition doesn't seem to recognise when this happens? Is the WOM only calculated using the 3 best prices or can it be configured to monitor a certain range ... for instance the best 6 prices on each side of the book?

I'm pretty sure the WOM option uses the top three prices. You can create your own version and configure it however you like by creating stored values manually. Beware the appearance of a big lump of cash, especially if it is a tick or two outside the best price. Often they are dropped in purely to trigger bots in an effort to manipulate the price in their favour.

[Dave64]

Thank you James.

Yep, I'd like to monitor those exact 'lumps' but not too sure if and where I can automatically retrieve that info? Still searching .....

[jamesedwards]

Thank you James.

Yep, I'd like to monitor those exact 'lumps' but not too sure if and where I can automatically retrieve that info? Still searching .....

"the Money available to Back/Lay at a price for a selection" are available as stored value attributes. Simply add all the back prices you wish and compare to the same value on the lay side.

[Dave64]

Thank you James top work