I have have successfully retrieved book depth pricing using the BEST_BIDn
BDP field where n is 1 through 9 and represents the market-making position.
What field will give the corresponding bid size?
I have have successfully retrieved book depth pricing using the BEST_BIDn
BDP field where n is 1 through 9 and represents the market-making position.
What field will give the corresponding bid size?
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You can use
BEST_BIDn_SZ
so for example:BEST_BID1_SZ
.