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Date/Time: Wed, 27 Nov 2024 14:25:09 +0000

[Programming Help] - Looking for programming help Historical depth bars

[2023-08-08 02:56:23] #1 [Go To First Post]
MarketWrench - Posts: 20
Looking for programming guidance. I have programmed simple acsil studies, but never with historical depth data, and I find the examples available to draw guidance from lacking. I would like to create historical depth bars similar to what jigsaw can do. This basically totals ten depth levels below the bid and above ask and creates a bar similar to the bid ask volume, except with bid and offer totals. I’m not looking for someone to program this for me. But if you have some tips or examples of accessing historical market depth I would greatly appreciate you sharing!

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