Download MetaTrader 5

Trade Orders in Depth Of Market

For equity securities, the Depth of Market window is available, where you can see the current Buy and Sell orders. Desired direction of a trade operation, required amount and requested price are specified for each order.

To obtain information about the current state of the DOM by MQL5 means, the MarketBookGet() function is used, which places the DOM "screen shot" into the MqlBookInfo array of structures. Each element of the array in the type field contains information about the direction of the order - the value of the ENUM_BOOK_TYPE enumeration.

ENUM_BOOK_TYPE

Identifier

Description

BOOK_TYPE_SELL

Sell order (Offer)

BOOK_TYPE_BUY

Buy order (Bid)

BOOK_TYPE_SELL_MARKET

Sell order by Market

BOOK_TYPE_BUY_MARKET

Buy order by Market

See also

Structures and classes, Structure of the DOM, Trade operation types, Market Info


Updated: 2015.12.03