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Date/Time: Sun, 28 Apr 2024 03:23:16 +0000

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Post From: GetBidMarketLimitOrdersForPrice

[2022-02-13 23:18:23]
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kav24 - Posts: 11
Hi , I am seeing the ActualLevels as zero when I tried to print them . I have Service Package 12 - Advanced MBO + Denali Data Feed . Please help





  const int NumberOfMarketOrderDataElements = 20;
  n_ACSIL::s_MarketOrderData MarketOrderData[NumberOfMarketOrderDataElements];
  int& PriorIndex = sc.GetPersistentInt(1);

  int MaximumMarketDepthLevels = sc.GetMaximumMarketDepthLevels();

  if (MaximumMarketDepthLevels > sc.ArraySize)
    MaximumMarketDepthLevels = sc.ArraySize;

  int BidArrayLevels = min(MaximumMarketDepthLevels, sc.GetBidMarketDepthNumberOfLevels());
  
  unsigned int a,b;
  for (int Level = 0; Level < BidArrayLevels; Level++)
  {

    s_MarketDepthEntry DepthEntry;
    sc.GetBidMarketDepthEntryAtLevel(DepthEntry, Level);



    SCString TestString;
    int ActualLevels = sc.GetBidMarketLimitOrdersForPrice(sc.Round(DepthEntry.Price / sc.TickSize), NumberOfMarketOrderDataElements, MarketOrderData);

    TestString.Format("ActualLevels = %d,%d,%f", ActualLevels, DepthEntry.Price, sc.TickSize);
    LogTextBid += TestString + "\t";



2)Cant we get the order id from Time and sales data ?
Date Time Of Last Edit: 2022-02-13 23:32:35