Support Board
Date/Time: Sun, 01 Jun 2025 01:50:23 +0000
Bid and Ask Number of Market Depth Levels
View Count: 82
[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 |
[2025-05-05 17:36:24] |
John - SC Support - Posts: 40127 |
Most likely the Ask and Bid number of Market Depth levels are not the same. Either one could be greater than or less than (or equal to) the other.
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