Can you program level two to calulate both sides of the bid and ask .so lets say that nsdq has a bid of 0.02 and ask has a bid of 0.01 i would like the program to subtract the two 0.02-0.01=0.01
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Hello,
Thank you for the question.
Simple math would certainly be possible. Regarding the level 2, are you looking to do this for a whole level2 order book or just the current Bid and Ask?
One would be much more complex than the other, subtracting the bid and ask would be fairly simple and could be an indicator potentially. A entire order book would likely be much more complex to initially create.
I look forward to being of further assistance.
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