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by guerra503
Mon Jul 26, 2021 10:06 pm
Forum: Bookmap API
Topic: MBO orderbook. Order types by price
Replies: 1
Views: 2164

MBO orderbook. Order types by price

Hello, I am trying to figure out how I would create an MBO orderbook where each column was a profile of stops orders, and positions as they open and close. For example, if I get a stop run at 4000, I should see the profile at that level get bigger as stops come in. Or, profiles that grows as longs e...