Quote from: Richy_T on May 02, 2013, 09:36:21 PM

Quote from: jbord39 on May 02, 2013, 09:15:48 PM

No data manipulation required. Just the bid/ask sums at each point in time for each price. This provides the x, y, and z matrices it requires.

http://www.mathworks.com/help/matlab/ref/mesh.html

It would just be mesh(bid/ask sums, price, time)

If you have the matrices at least, which should be easy to get.

It's not a matrix though, it's a list of prices and amounts at each point in time. No reason something like Matlab couldn't handle something like that, as mature as it is but I don't know if it does. Overkill for something like this though.

I don't think you are familiar with a matrix but it is basically exactly what you described. Keep mind that an array is just a 1d matrix. Price, amount, time-- that is a 3d matrix.

The data as you described it is exactly what you need for the mesh command.

Overkill?? For this one purpose maybe but a lot of people use matlab all the time and have it for any of there needs(myself included).