Support Board
Date/Time: Thu, 23 Jan 2025 09:26:33 +0000
Post From: Market Depth File Format
[2018-11-11 11:45:12] |
User12089 - Posts: 364 |
The file format of the Intraday Data File is documented here, including what C++ Data Structures from the SC API to use when populating it: Intraday Data File Format is there something similar for the relatively new Market Depth File and if not (which is what I think is the case), can you please update the documentation asap and also provide the info directly here (and yes I do know about the DTC Server Option too, but my question is specifically about the file format) |