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Get order book price level

To get the required purchase string from the order book, the following schema can be used:

Designer Event model 00

The Instrument data type is selected for the Variable cube. If the instrument is not specified, but the Parameters flag of the Common property group is set, then it will be taken from the strategy. For the Converter cube, the data type and the corresponding field of the cubes collection for Bids purchase are selected. The indexer cube gets required element from the collection of the best prices for the purchase. To get the certain price or volume value at a level, you can use the Converter cube.

Getting started