market depth

raja1sttarde

Hi,
I am not getting the complete market depth from $k->getQuote(exchange:symbol).
ei,: prices with interval of tick value. and sell data is for above ltp and buy for below ltp.
how do i get the buy volume below ltp and sell volume above ltp

thanks for your time!

sujith

There will be only one volume since one buy and sell will contribute to a trade. There is no buy volume and sell volume.

raja1sttarde

hi, thanks for the reply!
I meant the cued orders. that would be what is represented in market depth right? if so there would be cued buy and sell quantities on both sides on a price, yes?

trade_then

@sujith
actually it would be very good if exchange was to provide Sell volume and Buy volume. based on how the trade was initiated. that is, was the order placed as sell order initially and somebody came and bought it. or was the order placed as buy order initially and somebody sold to it. could this be suggested to the Exchange.

Thanks
Regards

raja1sttarde

thanks for your reply. I does make it more clearer for me.

Ragards, Raja