I am connecting to a CQG feed which allegedly has 20 levels of depth in it.
I'm looking at the output of a Print statement:
Print("Depth " + e.MarketDepth.Ask.Count + " : " + e.MarketDepth.Bid.Count);
Which shows max 10 levels.
Is this a hard restriction in the MarketDepth object to only store 10 levels, regardless of the feed?
Thanks
Pete
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