Hi All
I would find it very useful if it was possible to find out the amounts of unmatched lay and and back bets at given prices.
Let's say in play the current lay price was 1.50 and I wanted to find out the lay_volume at 1.20 to see if a back bet posted there would be likely to get matched - something like r_1_layamount_1.20 returning the lay amount. This would use very little extra data.
This facility would also help look beyond the window when markets are not in play and see trends better. Let's say the current r_1_layvolume is an unremarkable £100, but r_1_layamount4 has £700 and r_1_layamount5 has £500 etc. This might suggest a lot more people want to back r_1 than appears on the screen and that those price hunters will soon decrease their lay prices and start a trend that leads towards a shortening of the back price. We could then play with triggers like r_1_lay_volume + r_1_layamount4 + r_1_layamount5 without overusing data.
Regards
Ed.
