Support Board
Date/Time: Sat, 22 Feb 2025 17:18:19 +0000
Post From: Market Depth Date Time Questions
| [2021-01-31 10:52:39] |
| User907968 - Posts: 832 |
|
1) Yes the depth records have a date time variable. 2) No, for information you could look at - ACSIL Interface Members - Historical Market Depth Data (c_ACSILDepthBars) for access to depth data, however that doesn't expose the depth data directly. If you want to work with the depth data without abstraction, then you can read the depth data file directly. The file structure is shown here - https://www.sierrachart.com/index.php?page=doc/MarketDepthDataFileFormat.html. |