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Date/Time: Wed, 15 May 2024 02:47:32 +0000



Post From: study to access DOM recent Bid/Ask volume

[2019-01-29 17:11:21]
User153286 - Posts: 44
I creating a study for the DOM and want to access the the same data I see in the Recent Bid Volume and Recent Ask Volume.

I used
    float bvalue = sc.GetCurrentTradedBidVolumeAtPrice(curprice);
    float avalue = sc.GetCurrentTradedAskVolumeAtPrice(curprice);

but the returned values do not match.

Also if I clear the recent traded values, the values in GetCurrentTradedBidVolumeAtPrice and GetCurrentTradedAskVolumeAtPrice do not seem to be affected.

Can I get at the DOM Recent Bid/Ask volume data from within a study?