Volume, quantity of the tick Ask, Bid Symbol()

Created at 27 Sep 2012, 11:48
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adrian

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Joined 27.09.2012

Volume, quantity of the tick Ask, Bid Symbol()
27 Sep 2012, 11:48

I'm trying to get the available quantity (Volume) parameter of tick market price but Symbol() doesn't have that.

However the available quantity for Ask and Bid is present on th symbols tab for every tick, even for some L2

Is there any way to retreive the quanity of Ask or Bid let's say using OnTick?

@adrian
Replies

admin
27 Sep 2012, 18:06

Hello

 

The functionality to retrieve volumes will be available very soon. Stay tuned!

 

@admin

adrian
01 Feb 2013, 01:11

Could you please provide an example of implementation

It seems like it was implemented already, but i'm having dificulties making it to work.

Could you please provide a full simple example on how it can be used to retreive ask,bid,volume,L2

thanks

@adrian

admin
01 Feb 2013, 10:55 ( Updated at: 23 Jan 2024, 13:11 )

Hello,

For Market Depth Ask and Bid you need to use MarketDeptth interface. See also the sample code for Market Depth.

For tick volume, use MarkeSeries interface. See also, this sample for [MarketSeries.TickVolume]

If you require additional help, please describe your algorithm logic.

@admin
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