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Date/Time: Wed, 29 Jan 2025 05:50:42 +0000
Post From: s_MarketDepthEntry structure NumOrders question
[2019-03-01 08:37:39] |
TedMar - Posts: 190 |
i cheked s_MarketDepthUpdateLevel structure at Market Data Messages: MARKET_DEPTH_UPDATE_LEVEL [s_MarketDepthUpdateLevel structure] Server >> Client its not clear for me what is "NumOrders : The number of orders at the Price." ? which one is it about? |