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MarketDepthEntry

interface cAlgo.API

DesktopCLICloud

Provides access to market depth prices and volumes

Definition

public interface MarketDepthEntry

Namespace: cAlgo.API · Group: Market Depth

Examples

var marketDepth = MarketData.GetMarketDepth("EURUSD");
foreach (var entry in marketDepth.AskEntries)
{
    // The price and the volume of this market depth entry
    Print("Price: {0}, Volume: {1}", entry.Price, entry.VolumeInUnits);
}

marketDepth = api.MarketData.GetMarketDepth("EURUSD")
for entry in marketDepth.AskEntries:
    # The price and the volume of this market depth entry
    api.Print(f"Price: {entry.Price}, Volume: {entry.VolumeInUnits}")

Properties

Name Description
PriceDesktopCLIClouddouble The price of this market depth entry
VolumeInUnitsDesktopCLIClouddouble The volume of this market depth entry
Deprecated members (1)
  • long Volume {get;} — Use VolumeInUnits instead

See also