TradedVols: calculating increases in total matched amounts

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TradedVols: calculating increases in total matched amounts

Postby grimesy » Fri Sep 07, 2012 2:47 am

Gary/Mark,

I have a question if I may.

Taking the standard code for calling getAllTradedVolume:

tradedvol = ba.getAllTradedVolume

Assuming then that j differing price ticks exist on each Traded Volume string-per-runner:

For j = 0 To UBound(tradedVols)
If tradedVols(j).totalMatchedAmount <> 0 Then
totalTraded = totalTraded + tradedVols(j).totalMatchedAmount
End If


This is fine for building up the total Matched Amount-per-runner.

However, what I'd like some code to tweak/amend the above, to isolate the incremental increases in matched amounts at each price tick.

Let me explain further by way of example.

- stg£100 matched at 2.0;
- total traded at 2.0 is then stg£200;
- a further stg£25 is then matched immediately afterwards at 2.0;
- total traded at 2.0 is now stg£250

How do I go about isolating the figure for stg£50 in a seperate cell?

Thanks,
Grimesy[/list]
grimesy
 
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