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In this Discussion
June 2018
harikongu
June 2018
tonystark
Is it possible to get buy volume and sell volume?
harikongu
June 2018
in
Market data (WebSockets)
Is it possible to get buy volume and sell volume? I want the number of trades occur at the bid price and offer price.
tonystark
June 2018
You can subscribe to FULL_MODE to get
market depth
which will give you the price, no of orders and quantity which is the volume at that price.
harikongu
June 2018
No, market depth can give only top 5 bids and offers. I want to see how many trades happen at offer price. Maybe I can use last traded volume and price.
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