Support Board
Date/Time: Fri, 20 Jun 2025 14:46:26 +0000
[Programming Help] - DOM Depth Totals
View Count: 660
| [2022-05-21 20:34:35] |
| User39772 - Posts: 311 |
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Hello, is it possible to access the DOM Depth Totals for Bid and Ask via ACSIL for processing it within a study. I am aware of example SCSFExport scsf_DepthOfMarketData(SCStudyInterfaceRef sc but found that only NBBO is used, I need the sum of Bid/Ask Volume depending on the depth set for the chart. Please advice. |
| [2022-05-24 06:05:06] |
| User39772 - Posts: 311 |
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Hello, can you answer that question ?
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| [2022-05-24 07:43:12] |
| User431178 - Posts: 716 |
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You need to look at the code for SCSFExport scsf_DepthOfMarketData(SCStudyInterfaceRef sc) again. It loops through all available depth data and outputs each value to a chart bar index. Instead of doing that, you can easily change the code to sum the depth values, giving you the totals. |
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