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Trayport multi-venue symbol lists It is now possible to generate a set of symbol lists for Trayport data that combine the same products from multiple venues into a single instrument (requires Data Connect 6.3.1 or above).
Right-click on a symbol folder in the symbol toolbox and select "New Multi-venue Symbol List".
Updated Strategy Equity Combined indicator The Strategy Equity Combined indicator now allows the user to show strategy equity as a percentage value by setting the "Mode" property to either "Percent" or "Percent Money Mgmt".
Average Value at Time (AVAT) indicator The AVAT indicator has been added.
Inputs allow choice of which price to use (field or price from some bars ago) and whether to displace the trendline a number of bars into the past.
This indicator is immediately useful if plotting daily period indicators on lower period charts, to project the daily price across the intraday day range.
This indicator is most often used on a volume indicator.
This indicator requires that the parent item is an intraday instrument that has a period which is a multiple of one minute (e.g.
A dialog will be presented where each of the related products (from different venues) may be added, the number of unifiable contract types will be displayed as each venues is added.
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