Reputation: 21
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.
BEST_BIDn
What field will give the corresponding bid size?
Upvotes: 0
Views: 214
Reputation: 328598
You can use BEST_BIDn_SZ so for example: BEST_BID1_SZ.
BEST_BIDn_SZ
BEST_BID1_SZ
Upvotes: 1