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Direct MessagesDate/Time: Tue, 30 Apr 2024 15:25:33 +0000
ACSIL Stack Pull Value question
View Count: 831
| [2018-07-17 00:23:36] |
| @sstfrederik - Posts: 403 |
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Hi SC Engineering, I thought I figured it out, but would like to verify one thing on using sc.GetBidMarketDepthStackPullValueAtPrice and sc.GetAskMarketDepthStackPullValueAtPrice From the documentation: The Bid Market Depth Pulling/Stacking market data column calculates and displays the change with a market depth quantity at a particular price level.
How do interpret the value from this function call when it is the same as the value in the previous function call? Is it always a new change as per documentation, or the value has not changed so I do not need to add it to any summation I am working out? Say I get a 5 on some level and the next function call at that same depth level also is a 5. Is the second value a new stack value or has the stack value not changed? Thanks, Frederik |
| [2018-07-17 18:47:38] |
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Is it always a new change as per documentation, or the value has not changed so I do not need to add it to any summation I am working out? It simply represents the current stacking and pulling value. Whether you need to do any summation or not, is not known. That information is just not available. It really is impossible to figure out.
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| [2018-07-17 19:15:11] |
| @sstfrederik - Posts: 403 |
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Forget about the summation as I might make it to complicated. Let me rephrase: In my first function call I get a value of 5. In the next study call (study is executed due to arrival of new data) I get a 5 again. There is no way of knowing if this is a new stacking of 5 or if this is the previous one. Will just need to make an assumption here that this is an unchanged value. It simply represents the current stacking and pulling value.
Got it. |
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