Support Board
Date/Time: Sat, 01 Mar 2025 11:35:25 +0000
Post From: market depth-level2 problem
| [2021-09-28 14:00:32] |
| User504778 - Posts: 22 |
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Glad it worked for you. 1. No. I believe the symbol suffix "-STK-NYSE" or "-STK-ARCA" has designated which exchange you pull Level 2 data from. So I use NASDAQ TotalView/OpenView only, because I believe it has the most volume among all exchanges. 2. 100 lines is the limit of SC. The only possible way would be to use ASCIL to read the Level 2 data directly. I can test it when I get a chance, but 100 lines would be an overkill for me because the price would be so off that they're not relevant after 50 levels or so. 3. Not easily. The only solution would be to open one window for "NIO-STK-NYSE" and another for "NIO-STK-ARCA", then write an ASCIL program to pull the data from each window, add them up, then display the sum. It's cumbersome but doable. |