Support Board
Date/Time: Thu, 23 Jan 2025 14:46:01 +0000
Post From: How to get cumulative Bid vol and ask vol for a price in ACSIL?
| [2018-11-23 23:52:15] |
| User718622 - Posts: 57 |
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I want to be able to get the total existing bid volume and ask volume for a given price, like what can be shown in a number bar/footprint chart. The conundrum I am facing with Get Time and Sales is when getting the bid volume or ask volume: Say the current price is at $15. The bid x ask volume so far is 50 and 60 respectively. If I use the get time and sales function to get volume, it starts counting from 0. So say the volume for ask goes up by one, it would show 1 instead of 61. How do I go about getting all bid and ask volume for current and past prices in ACSIL? |