Info from DOM
You may find this helpful:
MQL5 Cookbook: Implementing Your Own Depth of Market
- www.mql5.com
This article demonstrates how to utilize Depth of Market (DOM) programmatically and describes the operation principle of CMarketBook class, that can expand the Standard Library of MQL5 classes and offer convenient methods of using DOM.
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Hello! Is there any function that retrive below info from market? Like how many contracts were sold and how many were bought at a price level