Support Board
Date/Time: Tue, 26 Nov 2024 15:37:58 +0000
Post From: More information on the binary structure of market depth .depth files?
| [2021-09-28 02:34:37] |
| TrumpTradesOil - Posts: 8 |
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Is there any further information on the binary structure of .depth files? I'm aware of this webpage: Market Depth Data File Format but that only gives the c++ struct of records and the struct of the header record. Is there any other information available that might help with reading those files from externally written software? Thanks! :) Aggregate list of things I know are true about the .depth binary (correct me if I'm wrong) - the header record is 64 bytes - the depth record is 24 bytes - data is stored in the form of each market depth update - a flag of 01 denotes the end of a batch of market depth updates Date Time Of Last Edit: 2021-09-28 08:12:31
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