Login Page - Create Account

Home >> Support Board

Support Board

Date/Time: Wed, 29 Jan 2025 05:57:28 +0000

How to Post a Message for Support

Post From: s_MarketDepthEntry structure NumOrders question

[2018-09-12 15:05:22]
[Go To First Post]
@sstfrederik - Posts: 405
Hi SC,

Using the MarketDepthEntry structure but NumOrders seem to always be zero.

Set sc.UsesMarketDepthData = 1;

Using code example from Depth of Market Data.

What am I missing here?

Thanks,
Frederik


for (int Level = 0; Level < 2; Level++)
  {
    s_MarketDepthEntry DepthEntry;
    sc.GetBidMarketDepthEntryAtLevel(DepthEntry, Level);
      
    float BidSize = (float)DepthEntry.Quantity;
    uint32_t NumO = DepthEntry.NumOrders;
    SCString aap; //NumOrders
    aap.Format("Number of Orders = %u, BidSize = %f", NumO,BidSize);
    sc.AddMessageToLog(aap,1);
  }