Support Board
Date/Time: Mon, 02 Jun 2025 14:28:50 +0000
Post From: Bid and Ask Number of Market Depth Levels
[2025-05-05 16:14:27] |
User769783 - Posts: 195 |
In this code, can there be at any time in the market where the number of market depth levels for ask and bid differ, or will they always be the same?... ....... ....... int MaximumMarketDepthLevels = sc.GetMaximumMarketDepthLevels(); int AskArrayLevels = min(MaximumMarketDepthLevels, sc.GetAskMarketDepthNumberOfLevels()); int BidArrayLevels = min(MaximumMarketDepthLevels, sc.GetBidMarketDepthNumberOfLevels()); ....... ....... So, in this code, could the AskArrayLevels be greater than the BidArrayLevels? Thanks |