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