Support Board

map<float , int> Delta; //mp[price] = vol

s_VolumeAtPriceV2 *p_VolumeAtPrice=NULL;

for(int barIndex = sc.Index; barIndex > max(0 , sc.Index - periodLookback.GetInt()) ; barIndex--)
{
int VAPSizeAtBarIndex = sc.VolumeAtPriceForBars->GetSizeAtBarIndex(barIndex);
for (int VAPIndex = 0; VAPIndex < VAPSizeAtBarIndex; VAPIndex++)
{
if (!sc.VolumeAtPriceForBars->GetVAPElementAtIndex(barIndex, VAPIndex, &p_VolumeAtPrice))
continue;


//Calculate the price. This requires multiplying p_VolumeAtPrice->PriceInTicks by the tick size
float Price = ((float)p_VolumeAtPrice->PriceInTicks) * sc.TickSize;
//Other members available:
int AskVolume = (int)p_VolumeAtPrice->AskVolume;
int BidVolume = (int)p_VolumeAtPrice->BidVolume;
Delta[Price]+= (AskVolume - BidVolume);

}
}