MarketDepth access to individual items

virtuesoft
24 Oct 2013, 16:23

RE:

Hello,

You can loop through the bid and ask entries in the market depth (see code below). You can get the price and volume for each entry. You could use the price to get the top 5 orders. 

foreach (MarketDepthEntry entry in MarketData.GetMarketDepth(Symbol).AskEntries)
{
      double price = entry.Price;
      double volume = entry.Volume;
}

reivaj117 said:

Hi! im writting because im trying to create an indicator based on the market depth , but using the examples i only can access to the whole askentries or bid but i only wanted the first 5 orders in both sides , how can i do it? is possible?

 

Thank you

reivaj117
27 Oct 2013, 16:15

iburakbirer
11 Mar 2015, 03:02

Hi reivaj were you able to create what you needed? Would you mind starting a market depth totals indicator project?

I published my idea here; /jobs/129

Best,