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Market Depth gradations.
 Post subject: Market Depth gradations. Post rating: 0   New post Posted: Mon 30 Apr, 2012, 21:28 

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Joined: Mon 30 Apr, 2012, 20:49
Posts: 1
Hello.
My strategy works with market depth data. I am getting it by JForex API via IStrategy.onTick(). Sometimes strategy loads input data with 2 values only after application starting. And market depth panel on show only 2 values too. When I select other instrument on client data start come complete. There are 10 values for bid and 10 value for ask. But no every time onTick. Sometimes 8 asks and 10 bids. Earlier 5 ask and 5 bids levels for example.

I read javadoc and subscribed to instrument via setSubscribedInstruments().

I need to know precision count of levels or rules that change it. This is important for my strategy.


 
 Post subject: Re: Market Depth gradations. Post rating: 0   New post Posted: Tue 01 May, 2012, 12:08 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
As you can observe the count ranges from 1 to 10, depending on market situation and data available on the server side. Mind that for all historical data the market depth size is 1.


 

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