How to store 2nd best price as SV?

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Anbell
Posts: 2407
Joined: Fri Apr 05, 2019 2:31 am

Howdy - am looking to write a new recipe for gappy markets.

I'd like to store the 2nd best price as a stored value (and/or count the number of ticks between the best price and the 2nd best price.)

I can see that I can save the $ available at 2nd best price, but not the actual price.

Thanks

AB
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