Support Board
Date/Time: Thu, 28 Nov 2024 23:38:28 +0000
Post From: How can we get MaxBid or MaxAsk trades, at a price level of a given bar? ACSIL
| [2023-03-30 05:23:14] |
| User272786 - Posts: 13 |
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Using int maxTradeVolAtPrice = sc.p_VolumeLevelAtPriceForBars->GetMaxVolumeAtPrice(sc.Index, p_VolumeAtPrice->PriceInTicks);
we can get large volume trades, but it is more useful to know if these are Ask or Bid trades. Is there a way to get that info using ACSIL?Thanks |