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Date/Time: Tue, 26 Nov 2024 19:43:07 +0000



Post From: Historical Market Depth

[2014-05-24 16:07:23]
User57180 - Posts: 8
Is there any way to access Market Depth Historically at levels 2-10? I know this is possible for the Inside Bid and Ask but can this data be gotten too for any of the other levels:

-Either with an Indicator
-Or a Function from a Custom Study.
-Or a Datafeed that might provide it historically?

I doubt there are feeds that provide this. The data would be massive. Thanks,