Support Board

Date/Time: Sat, 20 Apr 2024 15:02:57 +0000

Post From: Odd market depth data quirk for only one NQTV symbol

[2022-05-11 15:56:38] Link To Thread - Link To Post [Go To First Post]
User431178 - Posts: 410
`GetBarLowestPriceTickIndex` and `GetBarHighestPriceTickIndex` on the most recent 5min bar, I will be able to calculate the Number of price ticks in that bar by simply subtracting the highest index from the lowest. I think you misunderstand what those functions do. The price tick index relates to depth data at that bar index, not necessarily contained within the high and low of the bar. The levels available would be governed by how many depth levels are loaded/present, so if you have many depth levels and there are resting orders far from current price, you will see them. Date Time Of Last Edit: 2022-05-11 15:57:27