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Date/Time: Sat, 29 Nov 2025 12:32:30 +0000



Post From: Accessing `NumOrders` During Market Depth Replay from Historical Data

[2025-11-21 22:48:56]
KylieV1618 - Posts: 73
I have also wanted this feature for a while, and its great that its there now, thanks! :)

However...its still not available on the c_ACSILDepthBars *p_DepthBars = sc.GetMarketDepthBars();
Imo it should also be available on this as well, since the data is clearly there....it needs to be reflected in this structure as well, so we could build out historical heatmaps based on NumOrders, if we wanted to

Please let me know
Thanks :)
Date Time Of Last Edit: 2025-11-21 22:49:49