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Date/Time: Thu, 28 Nov 2024 21:36:22 +0000



Post From: How to replay market depth for stocks using the new Denali data April 2023

[2023-04-03 20:37:21]
Ragy - Posts: 29
Hello

How to replay market depth for stocks using the new Denali data April 2023. I have started using the new Denali data for stocks today and was able to create a heatmap using the market depth, but when I was trying to replay last week trading session for TSLA the replay did not include the market depth, any reasons why? even when setting the max day to load for market depth to 20 days.

Is there a limitation with the new Denali for equity market depth?

Thanks!