--- In twslink@yahoogroups.com, "amit_dutt_2004" <amit_dutt@...> wrote:
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 format:
position price size cumsize avgprice marketMaker

>
> 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
>