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Hi,
I want to read the orderbook for each price level/tick. On S&P500 its 0.25.
In my DOM I see e.g.
...
3983.75
3983.5
3983.25
3983.0
3982.75
3982.5
3982.25
...
But with MQl5 in the book array many of them are missing.
...
3984.5
3983.25
3983.0
3982.0
3981.75
3980.5
3980.25
...
What I'm doing wrong?
Thanks...