e.MarketDepth.Bid[idx].Volume

[ark12]

Hi ,


I'm ark and i'm newbie to this forum


This is a very silly question.

is

e.MarketDepth.Bid[idx].Volume


the avaible volume or exchanged volume at that price?


Thank

[NinjaTrader_Matthew]

This is the advertised volume at that book level.

The executed volume would occur in OnMarketData

protected override void OnMarketData(MarketDataEventArgs e)
{
    if (e.MarketDataType == MarketDataType.Last) 
          Print("Last = " + e.Price + " " + e.Volume);
}

[ark12]

Ok


sorry to all for double post