Ask, Bid, Volume of the best bid and ask only

Created at 31 May 2013, 00:12
AD

adrian

Joined 27.09.2012

Ask, Bid, Volume of the best bid and ask only
31 May 2013, 00:12


how to retreive the ask, bid, volume only of the best market bid and ask, without having to loop through all the entries by using foreeach

/api/marketdepthentry


@adrian
Replies

cAlgo_Fanatic
31 May 2013, 11:15

AskEntries and BidEntries are ordered in ascending and descending order of price, respectively. You may just index the first position of each.

price = marketDepth.AskEntries[0].Price; 
volume = marketDepth.AskEntries[0].Volume; 


 


@cAlgo_Fanatic