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Post From: sc.GetRecentBidVolumeAtPrice() returning 0

[2017-09-03 16:02:13]
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@sstfrederik - Posts: 405
Hi,

I am using sc.GetRecentBidVolumeAtPrice() in ACSIL but it always returns 0. I have the DOM setup as described in the documentation and see the DOM values just fine. I am using a replay to test this. I only see zero values for RecentBid/Ask. What am I missing here?

Thanks,
Frederik


CurrentPrice = sc.BaseData[SC_LAST][sc.Index];
unsigned int RecentBidVolume = sc.GetRecentBidVolumeAtPrice(CurrentPrice);
unsigned int RecentAskVolume = sc.GetRecentAskVolumeAtPrice(CurrentPrice);
SCString noot;
noot.Format("RecentBidVolume = %d, RecentAskVolume = %d, CurrentPrice = %f", RecentBidVolume, RecentAskVolume, CurrentPrice);
sc.AddMessageToLog(noot,1);

edit: The sc.UsesMarketDepthData variable is also set to 1.
Date Time Of Last Edit: 2017-09-03 16:12:21