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Date/Time: Wed, 27 Nov 2024 04:52:35 +0000

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Post From: Challenging study

[2014-07-22 09:45:51]
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Zosimus - Posts: 345
The above link posted by @CrazyBears helped me a lot when I studies this subject. Thanks to @CrazyBears and to @Nicolas11 from BMT.

Here is an example of a loop that will run through the 20 DOM levels and populate the prices and the Bid/Ask volumes into SCFloatArrays.

SCFloatArrayRef DomVols = sc.Subgraph[0].Arrays[0];
SCFloatArrayRef DomPrice = sc.Subgraph[0].Arrays[1];

for( int d = 0 ; d < 10 ; d++ ){
DomVols[d] = (float) sc.SymbolData->BidDOM[d].Volume;  
DomVols[10+d] = (float) sc.SymbolData->AskDOM[d].Volume;
DomPrice[d] = (float)sc.SymbolData->BidDOM[d].Price;  
DomPrice[10+d] = (float)sc.SymbolData->AskDOM[d].Price;
}