Support Board
Date/Time: Fri, 31 Jan 2025 23:38:22 +0000
market depth c_ACSILDepthBars.GetLastDominantSide vs. MarketDepthHistoricalGraph
View Count: 726
| [2019-05-30 18:33:17] |
| onnb - Posts: 662 |
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Working with the market depth api, ACSIL Interface Members - Historical Market Depth Data (c_ACSILDepthBars): GetLastDominantSide I have a level that is returning BSE_UNDEFINED I can visually see this level painted and colored with MarketDepthHistoricalGraph So I understand from that you determine that that level belongs a side. Does GetLastDominantSide logic differ from what MarketDepthHistoricalGraph uses? If "yes" what is the proper way to determine if a price level belongs to bid or ask so that it is exactly same as MarketDepthHistoricalGraph? |
| [2019-05-31 18:09:44] |
| Jeffrey - Posts: 2203 |
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The Market Depth Historical Graph simply defaults to the ask side in any case where the last bid quantity is not greater.
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| [2019-06-01 22:55:34] |
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The documentation will be updated with this information.
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