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Date/Time: Sat, 04 May 2024 20:41:00 +0000

[Programming Help] - Study based on Market Depth

[2019-11-04 03:49:25] #1 [Go To First Post]
User656492 - Posts: 133
Hello! I'm trying to build an alert that tells me when any value in the bids or offers > X. Example: Looking at eMini Futures, I'd like to create an alert when there are more than 500 orders sitting at a level. Playing with spreadsheet study, I've been able to do something using Depth of Market Historical Data but I seem to be scanning only the value in row 3 (in this example, there are 11 additional rows.) How do I continuously scan all 12 levels on each side of the market, looking for a value > X? Thanks!

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