MQL5 ReferenceConstants, Enumerations and StructuresData StructuresOrder Book Structure

MqlBookInfo

It provides information about the market depth data.

struct MqlBookInfo
  {
   ENUM_BOOK_TYPE   type;            // Order type from ENUM_BOOK_TYPE enumeration
   double           price;           // Price
   long             volume;          // Volume
   double           volume_real;     // Volume with greater accuracy
  };

Note

The MqlBookInfo structure is predefined, thus it doesn't require any declaration and description. To use the structure, just declare a variable of this type.

The DOM is available only for some symbols.

Example:

   MqlBookInfo priceArray[];
   bool getBook=MarketBookGet(NULL,priceArray);
   if(getBook)
     {
      int size=ArraySize(priceArray);
      Print("MarketBookInfo about ",Symbol());
     }
   else
     {
      Print("Failed to receive DOM for the symbol ",Symbol());
     }