Support Board
Date/Time: Mon, 24 Feb 2025 04:27:09 +0000
Post From: TOPIX index futures DOM data
| [2021-02-08 23:50:30] |
| Chad - Posts: 234 |
|
As a test, I went ahead & enabled market depth data in my IB account for OSE exchange and connected SC to IB Gateway, and loaded both a Chart and DOM window...the depth data displayed correctly, so I added the study 'Write Bar and Study Data to File' in the Chart with 'Depth of Market Data' already applied, and specified the path and type of file as .txt. When I open that file, the Bid & Ask Volume/Size/Value integers are all zeroes. I do have the Bar Period Type as 'Number of Trades Per Bar' and value of 1, for tick data. Is saving market depth data like this from IB possible/allowed with SC? |