- bourse.core.StepEnv.level_2_data_array() numpy.ndarray
Get current level 2 data as a Numpy array
Returns a Numpy array with values at indices:
0: Bid touch price
1: Ask touch price
2: Bid total volume
3: Ask total volume
4: Bid touch volume
the following 40 values are data for each price level below/above the touch
Bid volume at level
Number of buy orders at level
Ask volume at level
Number of sell orders at level