I use OnMarketDepth method to build price ladder the same way like it is done for "SampleLevel2Book" Next, price ladder I use to create indicator which shows me some bar values in seperate window. I know that OnMarketDepth is a real-time data stream but is there any way to keep values which I get from price ladder? When I change timeframe all outputs which I collect disapear and my indicator is buit from the beginning based on real-time data stream.
I would be glad for any help.
Comment