- bourse.core.StepEnvNumpy.level_2_data() numpy.ndarray
Get current level 2 data as a Numpy array
Returns a Numpy array with values at indices:
0: Trade volume (in the last step)
1: Bid touch price
2: Ask touch price
3: Bid total volume
4: Ask total 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