Level II to Excel (Indicator)
DisclaimerInput Information
| Name | Expression | Default | Description |
| ExportToExcel | Numeric | 0 | Set to 1 to export the bid and ask data to Excel. Set to 0 to not export to Excel. |
| ExcelFileNameWithPath | String | (see indicator) | Path and file name of the Excel file. |
| ExcelWorksheetName | String | (see indicator) | Name of the Excel worksheet to reference. |
| ExportIntervalSeconds | Numeric | 1 | The number of seconds between exports. |
| SaveExcelFileOnClose | True/False | False | True to have the Excel file saved when indicator is closed. False to not automatically save file. |
| ExcelStartRow | Numeric | 5 | The Excel row number for the first batch of data. |
| ExcelStartColumn | Numeric | 2 | The Excel column number for the first batch of data. Additional data will automatically add to the right. |
Market Synopsis
Level II to Excel is intended as a grid based indicator that plots the number of shares offered or bid at the inside 5 offer and bid levels. The indicator optionally exports this market depth data to an Excel spreadsheet at a user-specified frequency.
The Level II to Excel Indicator makes use of MarketDepthProvider and Workbook objects to access bid-ask levels and update Excel.
Plot Information
| Number | Name | Cell Color | Description |
| Plot1 | Bid 4 | LightYellow | Plots 4th best bid level. |
| Plot2 | Bid 3 | Red | Plots 3rd best bid level. |
| Plot3 | Bid 2 | RoyalBlue | Plots 2nd best bid level. |
| Plot4 | Bid 1 | Green | Plots 1st best bid level. |
| Plot5 | Bid 0 | Yellow | Plots best bid level. |
| Plot6 | Ask 0 | Yellow | Plots best ask level. |
| Plot7 | Ask 1 | Green | Plots 1st best ask level. |
| Plot8 | Ask 2 | RoyalBlue | Plots 2nd best ask level. |
| Plot9 | Ask 3 | Red | Plots 3rd best ask level. |
| Plot10 | Ask 4 | LightYellow | Plots 4th best ask level. |