Support Board
Date/Time: Thu, 06 Feb 2025 15:28:54 +0000
Post From: I need help on how to access BidVolumeAtPrice / AskVolumeAtPrice for a drown VP profile
[2020-04-28 20:24:30] |
User712062 - Posts: 14 |
Thank You. I am using the function that you suggested on the link above and also used the following members from s_VolumeAtPriceV2 structure Volume;BidVolume;AskVolume and calculated the following on every tick from start index to end index of the profile. VOLUMETOTAL=VOLUMETOTAL+Volume; VOLUMEBID=VOLUMEBID+BidVolume; VOLUMEASK=VOLUMEASK+AskVolume; In order for me to validate the info I was obtaining above was correct I also use the following function n_ACSIL::s_StudyProfileInformation PBVolumeProfile; sc.GetStudyProfileInformation(49, 0, PBVolumeProfile); float ValueVolume = PBVolumeProfile.m_Volume; float ValueBidVolume = PBVolumeProfile.m_BidVolume; float ValueAskVolume = PBVolumeProfile.m_AskVolume; Both are pointing to the same profile id# 49 but the results are not near to be equal. Would you please Guide on what I am doing wrong? Thanks in advance and Thanks again for your help with the link above. |