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Date/Time: Fri, 28 Mar 2025 00:21:42 +0000

Post From: MBO Data and Teton Symbol Settings Issue

[2022-11-16 13:37:12] Link To Thread - Link To Post [Go To First Post]
User907968 - Posts: 840
Did you already try using the AdjustedPrice member of s_MarketDepthEntry? In the example code, PriceInTicks is calculated correctly when using AdjustedPrice, whereas it is not when using Price (and the Real-Time Price Multiplier is not equal to 1). So from the example code: int ActualLevels = sc.GetBidMarketLimitOrdersForPrice(sc.Round(MarketDepthEntry.Price / sc.TickSize), NumberOfMarketOrderDataElements, MarketOrderData); becomes int ActualLevels = sc.GetBidMarketLimitOrdersForPrice(sc.Round(MarketDepthEntry.AdjustedPrice / sc.TickSize), NumberOfMarketOrderDataElements, MarketOrderData);