Support Board
Date/Time: Thu, 28 Nov 2024 19:42:05 +0000
Post From: automated trading strategies Market depth
| [2023-04-16 17:54:50] |
| User462211 - Posts: 18 |
|
Hello, yes, by programming, we have access to all the data. Whether every Market order (sc.ReadIntradayFileRecordForBarIndexAndSubIndex()), where every order limit Maret Depth (sc.GetAskMarketDepthEntryAtLevel()) . It is also possible to have access to the MBO (sc.GetAskMarketLimitOrdersForPrice()). |