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Getting Size on Offer at a specific price in OnOrderUpdate()

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    Getting Size on Offer at a specific price in OnOrderUpdate()

    How can I retrieve the volume at a specific price in OnOrderUpdate?

    IE say I have an offer that is confirmed working at 156.48 and I want to check the current volume offered at 156.48 if the market is currently offered at 156.40?

    #2
    Hello GKonheiser,

    Thank you for your post.

    You would need to have a Level II book already working and call it's value at the price level you are looking for. For information on creating and calling out o a Level II book, please visit the following links:

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