Excel columns

[NorthView]

Can anyone help - assuming A1 is the top left hand cell if Column O is last matched price, what is the additional column Average last matched price?

Also, if you're using Last matched price it would be very useful to know what volume was matched - you might want to ignore a last matched price if only £2 was matched, but not if £200 was matched. Are last traded volumes available in Excel?

Thanks

[alrodopial]

It will be the first free column - column Y - if it is the only additional column you are retrieving.
Try and see - it's easy.

[NorthView]

Thanks alrodopial, but I don't think I made myself very clear.

I was asking what the difference is between the data in column O (last matched price) and in the additional column "Average last matched price".

[alrodopial]

this is the original thread (I think)
http://www.gruss-software.co.uk/forum/v ... sc&start=0

[NorthView]

Thanks again alrodopial.

Is the volume matched at the last match price available in Excel? You might want to ignore a last matched price if only £2 was matched, but not if £200 was matched.

[alrodopial]

You need macros to do this, you can modify the below code captain gave:

http://www.gruss-software.co.uk/forum/v ... php?t=7161

[NorthView]

Thanks, I'm already using that code and it uses last price matched, but is there a way to get the actual £ matched at that price?

[alrodopial]

You should be creative to do this - I don't know the exact way - but the logic must be:
The diff between the last two traded volumes is the amount traded during your last refresh.
You must - somehow - split this amount to the available best3 back and lay prices if the amounts available for these 6 prices are different between the two refreshes.
ie the easiest example
100e matched/traded, no odds movements, the amounts available (at the two refreshes) for b3,b2,l1,l2 and l3 odds are the same and the diff between the amounts available ( between the two refreshes ) for the b1 odds is 100, so the amount traded at b1 odds is 100e.
This is the logic and is getting more complicated if there are odds movements, amounts that are getting withdrawn or placed (and not matched) etc. Accuracy is not possible.This is the way without VBA.

If you know VBA you can use the 'tradedvolume' COM function and extract with accuracy the last traded volumes for each odd but it needs programming - Garry has posted an example sheet somewhere with the use of the function -
Use the search facility of the site

[NorthView]

Yes, I can see I'll need to use the COM object. Thanks.