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Can i get the formula to calculate booked/unbooked MTM from orderbook ?

dknaix
dknaix in General
Yes the data is already avail and pre-calculated in the console but still want to know how is the calculation done, i am saving daily orderbook for lookback.
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  • salim_chisty
    salim_chisty
    You can use the formula below:
    Closed position:
    Realised MTM for long = sell price - Previous close
    Realised MTM for short = Previous close - buy price

    Open position:
    Unrealised MTM for long = LTP - Previous close
    Unrealised MTM for short = Previous close - LTP
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