I want to find the money above the best price and the best lay price.
For best back price I go money available at best back price, but if i go best back price plus one tick is just puts that sum of money above that price level with that value. (NOT GOOD).
If I do 2nd best back it find the second best back 4 ticks above the best back, but it doesnt account for the prices with no money in (NOT GOOD!)
Seems to be a right headache. but how do i just do best back price and then see if the tick above has any money one it and then the price above etc. Annoying when things dont do what you think they should do....
anyone able to tell me what to do please. rather frustating
