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Date/Time: Sun, 06 Jul 2025 03:52:53 +0000



Post From: New Eurex MBO via ACSIL

[2021-02-19 18:16:43]
User907968 - Posts: 840
Your function signature is missing some useful information:
sc.GetBidMarketLimitOrdersForPrice(const int PriceInTicks, const int ArraySize, n_ACSIL::s_MarketOrderData* p_MarketOrderDataArray);

'n_ACSIL::s_MarketOrderData* p_MarketOrderDataArray' - pointer to the first element of an array of 'n_ACSIL::s_MarketOrderData'.

    
const int32_t orderArraySize{ 25 };
n_ACSIL::s_MarketOrderData askOrders[orderArraySize];

sc.GetAskMarketLimitOrdersForPrice(askPriceInTicks, orderArraySize, askOrders);

You don't need to do anything with OrderQuantity and OrderID, these are populated for each array element when the function returns.