Hello, I need time&sales for ES, NQ, and ER in milliseconds. How can I get that through TT DDE link? How can I perform calculations with last price and volume in TT, as they come real time( instead using Excel with DDE)? Can I have at the same time 3 independent windows, with ES,NQ ER in each one with its corresponding CVD in the background? Some parallel tests of X trader and Trader Pro are showing no latency for Pro and 100ms for X trader. What is the probable cause of that(it was done from two comps on same exchange link in Chicago)? In fast markets X trader is missing volume sometimes. How accurate is CVD in those situations? If TT crashes, does CVD starts from zero , or the last calculated CVD before crash? I would greatly appreciate any help
You may want to post this question directly on the TT user forum. From there, I would think they could supply you with some answers. Do you have anyother feeback on the volume analysis they offer? I understand this is new for them and I'm interested to hear if it's worthwhile. http://forums.tradingtechnologies.com/