I want to recover the ask and bid volumes contained in the SuperDOM. I manage to retrieve only the most recent ones. How can I recover the other indexes please? (see screenshot)
My current code is:
private MarketData marketData;
protected override void OnStateChange()
{
else if (State == State.DataLoaded)
{
marketData = new MarketData(Instrument);
marketData.Update += OnMarketData;
}
else if (State == State.Terminated)
{
if (marketData != null) marketData.Update -= OnMarketData;
}
}
private void OnMarketData(object sender, MarketDataEventArgs e) {
//Print(Time[0]+" Ask="+e.Ask.ToString()+" "+e.Volume.ToString());
if (e.MarketDataType == MarketDataType.Ask) Print(string.Format("The most recent ask change is {0} {1}", e.Price, e.Volume));
if (e.MarketDataType == MarketDataType.Bid) Print(string.Format("The most recent bid change is {0} {1}", e.Price, e.Volume));
}
Thank's !
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