Login Page - Create Account

Support Board


Date/Time: Thu, 28 Mar 2024 16:17:04 +0000



Post From: Denali Data Feed to Offer Market by Order Support in December!

[2021-01-02 13:11:47]
binaryduke - Posts: 351
Reviewing the new v2215 functions:

sc.GetBidMarketLimitOrdersForPrice
sc.GetAskMarketLimitOrdersForPrice

it would be very useful to be able to access the Exchange Order IDs for each order. Rather than having an array of doubles for the quantity, an array of a structure that details each order's ID and size would allow us to do very smart things that track individual orders, as hinted within post #18:


e.g. a vector of each order at price (similar conceptually to the VAP data structures) that exposes the orders' sizes, IDs and queue positions.
Yes this is planned and how the data is already internally stored. Not a vector though but in sorted containers in order to maintain queue positions.

Please could you review this.
Date Time Of Last Edit: 2021-01-02 14:09:44