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Bid size, Ask size
Started:March 22nd, 2010 (08:27 AM) by emini_Holy_Grail Views / Replies:2,057 / 3
Last Reply:April 2nd, 2010 (07:25 PM) Attachments:0

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Bid size, Ask size

Old March 22nd, 2010, 08:27 AM   #1 (permalink)
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Bid size, Ask size

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"

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Old March 22nd, 2010, 08:27 AM   #2 (permalink)
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Old March 22nd, 2010, 06:40 PM   #3 (permalink)
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nija 6.5 overwritting OnMarketDepth method should help..

in Nija I have worked with OnMarketDepth and updated variables defined in my global section, they update as fast as the data comes 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);

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Old April 2nd, 2010, 07:25 PM   #4 (permalink)
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it changes so often because orders are constantly being created, filled, and cancelled.

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