Hello i work for a broking house.
I need to calculate what is called the open
theory pricen or cross match of a stock.
on the stock exchange there is something called the depth of market.
The depth of market is a list of all
the different prices (and the volume) people want to buy the stock at
and a list of all the different prices (and the volume) people want to sell
the stock at.
When a sell prices matches a buy price the stock trades.
Level Buy Quantity Price
1 1 30000 0.180
2 1 18251 0.150
3 1 25000 0.120
Price Quantity #Sell Level
0.200 16000 2 1
0.250 3000 1 2
0.400 10000 1 3
I need some VBBasic code that will do what is explained at this url.
Thanks you very much for any help.