buyQuantity & sellQuantity in Quote

jkrise

Please confirm the behavior In Quote data for the field buyQuantity, as the following case: a person participates in 1 unit long & another person participates in 1 unit short,

• Now the buyQuantity can be sum of both long & short positions, i.e shall be 1+1=2 .
  
• Or the expected behavior can be 1 buyQuantity & 1 sellQuantity
  

Please advise.

sujith

The total buy quantity is the sum of all the buy pending order quantities at the exchange and total pending sell order quantity at the exchange.

jkrise

@sujith bit confused, then what is sellQuantity? From above it seems you said buyQuantity = SUM(Pending Total Quantity + Pending Total Sell Quantity)

Also, how can i get the total executed buyQuantity of the day?

sujith

The total buy quantity is the sum of all the buy pending order quantities at the exchange and total sell quantity is sum of all the pending sell order quantity at the exchange.

sujith

A trade can only happen when there is someone buying and selling. So there is nothing called buyQuantity of the day.
There is only quantity of the day.

jkrise

Thanks.
Also, how does MarketDepth buy quantity relates to buyQuantity?

sujith

Both are the same fields.