Support Board
Date/Time: Wed, 27 Nov 2024 12:35:15 +0000
Post From: DOM & MBO to external file
| [2023-08-19 11:41:20] |
| Fikklish - Posts: 3 |
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Hello, I have been reading through your documentation for ACSIL and can see that it is possible to retrieve DOM values at a given price. However, I am interested in subscribing to MBO through service level 12 and wish to know how I extract this data in a similar way. Essentially I would like to create an external CSV file that saves a snapshot for the DOM and MBO orders over a certain threshold. I’ve looked long and hard, can’t find this. Thanks. |