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GET_MARKET_DEPTH   Message List  
Reply | Forward Message #522 of 548 |
Hi

With the following call

REQ_MARKET_DEPTH(id, 1, 5) ;
GET_MARKET_DEPTH(id,2,-1,2) ;

I am getting the following for GOOG:




0 363.17000000 2 2 363.170000,
1 363.20000000 2 4 363.185000,
2 363.27000000 1 5 363.202000,
3 363.50000000 2 7 363.287143,
4 363.95000000 5 12 363.563333

|

0 363.11000000 2 2 363.110000,
1 363.10000000 5 7 363.102857,
2 363.09000000 3 10 363.099000,
3 363.00000000 1 11 363.090000,
4 362.00000000 5 16 362.749375

I am guessing the following for each column: is it correct?

row ask/bid size ? ?

What are the last two columns?

The doc says [Market Maker] how to interpret that?

Also sometimes I get less than 5 rows - is that some kind of bug?

Thanks




Tue Apr 7, 2009 2:34 am

amit_dutt_2004
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Message #522 of 548 |
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Hi With the following call REQ_MARKET_DEPTH(id, 1, 5) ; GET_MARKET_DEPTH(id,2,-1,2) ; I am getting the following for GOOG: 0 363.17000000 2 2...
amit_dutt_2004
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Apr 7, 2009
2:36 am

... Hi, if you don't get always back 5 rows, i guess there are currently not 5 rows available. block order: ask / bid (may be i should change the order) row...
maxchinaski
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Apr 7, 2009
10:50 am
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