Last Traded

Good Afternoon

Is there an expression that can be used to calculate the back or lay book based on the last traded for each selection. So for example All runners below a back price of 1000 have a matching back/lay book based on the last traded amount that is or greater or less than say 100.

Any feedback will be much appreciated

Hi
selections back book % = 100/back_price
selections lay book % = 100/lay_price
market book % is all the selections back or lay book % added together

so for "last traded book %" :
per selection = 100/last_traded
for market:
set a user variable, value: s_1_(100/last_traded) + s_2_(100/last_traded) + s_3_....etc.
no more often than 0.3
condition: selections back price is less than 1000

Hi Mark

Thanks for the suggestion. The problem with this is the number of selections may vary depending on the market. If I was looking to back the whole book in one instance less the non runners how would I create a variable without it being ridiculously large to calculate the trading book across the whole market? The variable would need to be flexible across all markets. Is this possible or would I have to do a formula based on s1 + s2 etc up to a finite number to cope with all eventualities?

Let me have a think, will post here if I come up with something.

Hi
Please have a look at attached screenshot. Hopefully should do what you want.

Superb work, works like a dream. Thank you for your efforts sir.

Last Traded

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