Support Board
Date/Time: Thu, 06 Mar 2025 03:16:17 +0000
Post From: Programmatic access to Depth Of Market data
[2021-07-27 00:28:41] |
Rickty - Posts: 35 |
Can the levels of bid/ask data shown in Sierra Charts be accessed programmatically? In other words, aside from visually seeing the size posted at each price in the book, can I access and manipulate the data with code? If so, can this also be done with historical data? I am assuming the Denali data feed will be needed for this - if it is possible - but if other data feeds can be used for this purpose that would also be of interest. Thank you in advance. |