Bid size, Ask size

March 22nd, 2010, 08:27 AM

can anyone suggest how to read Bid size and Ask size? as it changes so fast in seconds, it shows high "ask size", in next few seconds, shows higher "bid size"

March 22nd, 2010, 06:40 PM

in Nija I have worked with OnMarketDepth and updated variables defined in my global section, they update as fast as the data comes in...here is the snipit of OnMarketDepth from Ninjas online help
protected override void OnMarketDepth(MarketDepthEventArgs e)
{
// Print some data to the Output window
if (e.MarketDataType == MarketDataType.Ask && e.Operation == Operation.Update)
Print("The most recent ask change is " + e.Price + " " + e.Volume);
}

April 2nd, 2010, 07:25 PM

it changes so often because orders are constantly being created, filled, and cancelled.

Bid size, Ask size

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Bid size, Ask size