I have ticks coming in, but no order data events.
I presume I do not have full depth data from data provider - which ones would i be looking at for this?
protected override void OnMarketDepth(MarketDepthEventArgs e) { if (e.Operation == Operation.Update && e.MarketDataType == MarketDataType.Ask) { var quoteData = new { Time = DateTime.Now.ToString("o"), // ISO 8601 format BidPrice = e.Price, // Simplification for the example BidVolume = e.Volume, AskPrice = e.Price, // Your implementation should properly handle bid/ask AskVolume = e.Volume }; SendData(quoteData); } }
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