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Date/Time: Sat, 31 Jan 2026 20:31:52 +0000

[Programming Help] - GetBidMarketDepthEntryAtLevel returns 0 Quantity (Sim/BitMEX)

[2026-01-31 13:21:52] #1 [Go To First Post]
Naqh - Posts: 1
I am writing a custom study to process market depth data on XBTUSD-BMEX (Free Trial). The DOM window correctly shows quantities (e.g., 500 volume). However, when I access the data programmatically, sc.GetBidMarketDepthEntryAtLevel returns true and the correct Price, but returns 0 for Quantity. I have confirmed: sc.UsesMarketDepthData = 1 is set. Chart Settings > "Use Market Depth Data" is checked. sc.MaintainAdditionalChartDataArrays = 1 is set (tried this as well). Is there a specific setting required to read depth quantity programmatically, or is this a limitation of the simulated data feed? C++ // Code Snippet if (sc.Index == sc.ArraySize - 1) { s_MarketDepthEntry depth; if(sc.GetBidMarketDepthEntryAtLevel(depth, 0)) { // Returns Price=82748.1 (Correct), Quantity=0 (Incorrect) SCString msg; msg.Format("Price=%.2f, Qty=%d", depth.Price, depth.Quantity); sc.AddMessageToLog(msg, 0); } }

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