So far, to get the bid size of each level in the dom, I use e.MarketDepth.Bid.TotalVolume(n+1)- e.MarketDepth.Bid.TotalVolume(n) and I only know to use the e.MarketData.Bid.Price to get the inside bid price.
What is the code to get the size of each different level in the dom?
What is the code to get the price of each different level in the dom?
Thank you!
What is the code to get the size of each different level in the dom?
What is the code to get the price of each different level in the dom?
Thank you!
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