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Post From: ACSIL: a function that returns the Recenet Bid/ask Volume per price

[2017-03-16 17:33:59]
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Zosimus - Posts: 345
User330463 The Recent Ask/Bid Volume refers to actual trades as documented here - http://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#ColumnDescription_RecentBidVolume
On the other hand the sc.SymbolData->BidDOM[Level].Volume will give you the depth at that Bid level (how many contracts are waiting as limit orders at this Bid price).
Date Time Of Last Edit: 2017-03-16 17:36:53