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Date/Time: Tue, 30 Apr 2024 16:51:37 +0000



Post From: ACSIL Stack Pull Value question

[2018-07-17 00:23:36]
@sstfrederik - Posts: 403
Hi SC Engineering,

I thought I figured it out, but would like to verify one thing on using sc.GetBidMarketDepthStackPullValueAtPrice and sc.GetAskMarketDepthStackPullValueAtPrice

From the documentation:

The Bid Market Depth Pulling/Stacking market data column calculates and displays the change with a market depth quantity at a particular price level.

How do interpret the value from this function call when it is the same as the value in the previous function call? Is it always a new change as per documentation, or the value has not changed so I do not need to add it to any summation I am working out?

Say I get a 5 on some level and the next function call at that same depth level also is a 5. Is the second value a new stack value or has the stack value not changed?

Thanks,

Frederik