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Direct MessagesDate/Time: Sun, 28 Apr 2024 18:22:50 +0000
Post From: Aggregated Volume From 2 Or More DOM Price levels
| [2019-08-15 11:08:01] |
| mommed.imam - Posts: 13 |
|
Hello, I would like to aggregated volume from 2 or more DOM price levels ( not just the best bid or the best ask volume), for example, I would like to get the ask volume summation from the 10 levels (instead of just the volume form the best ask price), so if the ask volume at the best ask price is 65 and the volume at the second, third, etc...to the number 10 DOM price level.. is as follow 104,198, 453, 111,554, 243, 512,433,264, I should get aggregated ASK volume of 2937 ( summation of the ASK volumes at the 10 DOM price levels), the same thing applies for the bid volume. How can I get that please? Thank you! |