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tunage
17
tunage 2014.07.15 03:06 

I am trying to get the following values individually.

Seller pending volume (how much is sitting on the board)
Seller open interest

Buyer pending volume (how much is sitting on the board)
Buyer open interest

iVolume only provides the total volume, I need this data individually for calculations.

whroeder1
13959
whroeder1 2014.07.15 12:11  

Forex has no central clearing. You can't get DOM from most brokers and you can't get it with mt4. All you get is a tick count iVolume - MQL4 Documentation for your particular broker.

Try mt5

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