Support Board
Date/Time: Wed, 10 Sep 2025 11:49:48 +0000
Post From: Calling market depth information
| [2025-07-16 14:20:40] |
| User156504 - Posts: 2 |
|
Hello. I use the following formula to calculate the bid and ask volume for a set number of levels above & below the current price (Close). Is it possible to substitute market depth data (bid and ask offerings, rather than closed volume? If so, what would take the place of AVAP and BVAP in the formula? (AVAP(C, 0) - BVAP(C, 0)) + (AVAP(C + TICKSIZE * 1, 0) - BVAP(C + TICKSIZE * 1, 0)) + (AVAP(C - TICKSIZE * 1, 0) - BVAP(C - TICKSIZE * 1, 0)) Thank you. Mike Hesson |