Support Board
Date/Time: Sat, 23 Nov 2024 17:15:55 +0000
Post From: study to access DOM recent Bid/Ask volume
[2019-01-29 17:11:21] |
User153286 - Posts: 49 |
I creating a study for the DOM and want to access the the same data I see in the Recent Bid Volume and Recent Ask Volume. I used float bvalue = sc.GetCurrentTradedBidVolumeAtPrice(curprice); float avalue = sc.GetCurrentTradedAskVolumeAtPrice(curprice); but the returned values do not match. Also if I clear the recent traded values, the values in GetCurrentTradedBidVolumeAtPrice and GetCurrentTradedAskVolumeAtPrice do not seem to be affected. Can I get at the DOM Recent Bid/Ask volume data from within a study? |