As far as I understand it, the WoM at the top of the ladder only looks at the best 3 prices?! How would I go about creating a way to monitor different depths of the book, say the top 5 or 10 prices, to then chart the data?
Cheers
Onis
WoM
Use the .baf from this example, it does exactly what you want and uses stored values to store the WOM using best 5 and best 10 prices
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