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Date/Time: Wed, 25 Dec 2024 19:46:20 +0000



Post From: I want to set up a structure similar to the VolumePerPrice structure ...

[2015-11-20 15:25:36]
marcovth - Posts: 61
Hello ...

I want to set up a structure similar to the VolumePerPrice (s_VolumeAtPriceV2) structure.

So, I would like to calculate some values and store it per bar and per price level, similar to the Ask and Bid volumes stored at a price inside a single bar.

Is there a good example available?

I tried to use arrays, but that didn't out very well.

Thanks in advance.