How to get market depth in Excel

sidhs

Hi Friends , How can we get market depth ,top 5 bid and ask information in Excel using Pi link to excel .

KiteBharath

Can somebody help us here.. Even I'm looking for the same information

HowUTrade

@KiteBharath
Pls refer this link

sidhs

Hi Team ,when is your planned release date for RTD DOM .

HowUTrade

Hi @sidhs
We are working on the new version.
It's taking more time than estimated.
We hope to release it in 1-2 weeks (before Jun-18 end).

Thanks

sidhs

Hi Team,is the latest release expected this week ?

HowUTrade

@sidhs

We are working on it.
We will provide you the test_version this week end.

sidhs

Hello Team ,hope that the new version is ready now

sidhs

Hello team ,can you please advise if the feature is available now ?

HowUTrade

@sidhs

Some hiccups at our end, we will let you know once the test_version is ready.

Thanks

sidhs

Any tentative date you will be releasing ?

HowUTrade

@sidhs
Hopefully in 1-2 weeks.

sidhs

Has this been released ?

HowUTrade

@sidhs

We are still working on the new release.
But this has been included in the test version.
You can download the test version from here

Install as usual.
Post install of new version you may get error in your Excel.
This is explained here

By default DOM is disabled for RTD
Enable it from settings window
and also make sure stream mode is FULL

RTD topics:
BIDORDERS1
BIDQTY1
BIDPRICE1 and so on up-to 5

ASKORDERS1
ASKQTY1
ASKPRICE1 and so on up-to 5

Notes:
No need to change anything in your existing Excel/App.
You can just your existing Excel sheet.
We haven't updated the API doc