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Bid size, Ask size
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Bid size, Ask size

  #1 (permalink)
Elite Member
Dallas,TX
 
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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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  #2 (permalink)
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  #3 (permalink)
Elite Member
Salt Lake City, UT
 
Futures Experience: Intermediate
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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 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);
}

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  #4 (permalink)
Just starting out...
Arizona
 
Futures Experience: Intermediate
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pmccandless's Avatar
 
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it changes so often because orders are constantly being created, filled, and cancelled.

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