1) Again, what I want is highest bid or ask volume at a price. I know the dictionary holds volume for each price. my question is how to obtain the the highest voler of the price for that bar from the data, e.g. set double _maxvolumeprice but how to obtain the highest volume price for the 1 barago from the dictionary coded.
2) You mentioned I need to separate the accumulation code under OnMarketData because currently its under onBarupdate. And I want the update timing to be onMarketData
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