I have a question regarding the Time and Sales Functions; “getMostRecentAskSize() and getMostRecentBidSize()”. I would like to no when these functions take effect. Is it the most recent Ask and Bid Trade Size, or is it showing the current best Ask and Bid Size. I am trying to write a program that will Add the Recent Ask Size traded and Subtract the Recent Bid Size traded to give me a different of the two. It’s to allow me to see whether the Asking size is in control or if the Bid size is in control of the overall volume. Can you please give me any suggesting on writing this?
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