Here is what I am trying to do :
protected override void OnMarketData(MarketDataEventArgs e) { if ((e.MarketDataType == MarketDataType.Ask)) { int vol; if(AskOrderBook.TryGetValue(time, out vol)) { vol += e.Volume; } else AskOrderBook.Add(time, e.Volume); } else if ((e.MarketDataType == MarketDataType.Bid)) { int vol; if(BidOrderBook.TryGetValue(time, out vol)) { vol += e.Volume; } else BidOrderBook.Add(time, adjvolume); } }
For example 19 volume on bid.
When I print the result on the output windown I get :
19
19
added to the the BidOrderBook !
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