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Date/Time: Sun, 08 Sep 2024 01:47:12 +0000

Post From: Accessing market depth in ACSIL between study calls

[2024-05-08 09:54:44] Link To Thread - Link To Post [Go To First Post]
satori - Posts: 2
I'm looking to programatically access market depth data every 250-500ms in quiet market conditions, where a trade may occur every 5-10 seconds. A current call to sc.GetBidMarketDepthEntryAtLevel() is compared to a previous call. I have read through Arrays and Looping and Time and Sales and I must be misunderstanding the documentation somewhere. I read that a study call takes place as bid/ask data is received (among other things). I interpret that as when I see limits updating every 100ms or so on the DOM. But my study only calls when a trade occurs say every 5 seconds. I also read that sc.GetTimeAndSales can be used between calls. But if a trade triggers a study call, I understand that to mean study call and T&S would be called at same interval, since a trade would trigger both. That would mean there is no between calls. I hope this makes sense and can you tell me where I'm not understanding this correctly? The core question is, how do I run study to access market depth without waiting for the next trade? Possibly relevant details: My study is applied to a trading DOM. Global chart update interval at 10ms, and chart interval for UpdateAlways at 10ms. Auto-looping. Function intervals are controlled with time elapses stored in persistent integers. Thank you. Date Time Of Last Edit: 2024-05-08 09:56:29