...does anyone know if a realtime filter exists for listed stocks that shows when a large seller comes in and starts stepping down an offer?or even if its at all possible to program such a filter? <b>thanks all<b/>
There are firms out there that trade primarily off of the type of filters you are talking about. In fact, most top of the line filter programs, will allow you to program what you're asking for into them. One program that pops into mind is Insight, and if I can think of the others I will post them. But I'm sure someone will beat me to it.
It used to be easy, using level 1 data, using software from Insight, but I think it's more difficult now w/ open book. Anyone know where I can get a raw open book feed to work with (not just look at)? Karl