I am having problem with onMarketDepth function not being called at all within my indicator.
Testing on US Equities (IQFEED) tick/minute charts.
protected override void OnMarketDepth(MarketDepthEventArgs e)
{
Print("here");
// Print some data to the Output window
if (e.MarketDataType == MarketDataType.Ask && e.Operation == Operation.Update){
sells += e.Volume;
Print("sell++");
}
else if (e.MarketDataType == MarketDataType.Bid && e.Operation == Operation.Update){
buys += e.Volume;
Print("buy++");
}
}
Is it only intended to use on replay?
Thanks for your help in advance!!
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