Support Board

Date/Time: Sat, 18 May 2024 04:54:34 +0000

Post From: Trades Executed at Bid/Ask

[2013-08-08 22:23:26] Link To Thread - Link To Post [Go To First Post]
Al SC Developer - Posts: 434
The bid/ask volume levels accumulate when the level is traded at without changing. So, if you trade at the same bid value multiple times, the bid volume is accumulated at that level. Levels are currently reset on the bid/ask sides independently. The number is reset when a bid or ask level is traded at, that is different than the prior bid/ask trade. So for example, if the best ask moves and trades, any ask volume at that new level is reset and then the new trade volume is added (it never really goes to zero). This matches the behavior in the referenced Jigsaw DOM. Date Time Of Last Edit: 2013-08-08 22:23:55