Support Board
Date/Time: Thu, 28 Nov 2024 10:56:33 +0000
Post From: Custom Study access to Historical Market Depth
| [2023-05-13 17:27:25] |
| sola5180 - Posts: 13 |
|
<<The information is available for anyone to find. I'm not stupid, or failing to read the documentation, this just isn't that straightforward to someone new to the API, ok? Can you provide the code for sc.GetAskMarketDepthStackPullSum() so that I can accurately recreate it on the historical data? It must be doing something very similar. Or, confirm that this is the appropriate usage of c_ACSILDepthBars: GetLastBidQuantity --> At each bar, for N Tick levels calculate the sum of current bids GetLastAskQuantity --> At each bar, for N Tick levels get the sum of current asks Then continually compare sums between current bar and last bar? Will this give the same result as the GetAskMarketDepthStackPullSum() Alternately, you could provide a simple pseudo code that depicts the high level calculations done in GetAskMarketDepthStackPullSum(). I really don't want to waste my time guessing and checking for hours. Thanks |