I have a dictionary of dictionaries called books.
q)type books
99h
q)key books
`ETH-USD-BIDS`ETH-USD-ASKS`BTC-USD-BIDS`BTC-USD-ASKS
q)type books[`$"ETH-USD-BIDS"]
99h
q)key books[`$"ETH-USD-BIDS"]
3518.12 3517.97 3517.96 3517.86 3517.85 3517.84 3517.63 3517.58 3517.51 3517.43 3517.26..
I can successfully index into each book to find volumes at each price level
q)books[`$"ETH-USD-BIDS"][3518.12]
.035
But when I try to update a specific price level with a new volume, I get an 'assign error.
q)books[`$"ETH-USD-BIDS"][3518.12]:4f
'assign
[0] books[`$"ETH-USD-BIDS"][3518.12]:4f
Can anyone help me understand how to assign new volumes to my price levels? I'm somewhat perplexed. Thanks!!