Last traded quantity

[Dan-the-man]

Hi,

How can I calculate the 'last size matched', for the 'last price matched'.

Do I need to write this logic in my app or is their somewhere I can get this from the API ?

Thanks

[AlgoTrader]

Hi,
How can I calculate the 'last size matched', for the 'last price matched'.

The 'last size matched' is absolutely meaning-less value. There is traded volume values for each coef, they are of much greater value.

Last price matched is also not very reliable thing, for example if best back is 1.01 and best lay is 1.02 then last price matched is oscillating between 1.01 and 1.02. For example, there were 100 backs at 1.01 and a single lay at 1.02, the last price matched is 1.02. What it tell us? Just there was a single guy who layed 1.02 price.

I always see traded volume to see what happens with coefs, The change of traded volume is very valuable in estimating of possible position of the bet in queue

[Dan-the-man]

Thank you AlgoTrader.

The reason I need the last size matched is to create a 'time and sales' subscription model in my application. I also need to estimate position in queue - your suggestion makes sense and helps a lot.

Thanks.