Support Board
Date/Time: Wed, 27 Nov 2024 08:31:00 +0000
Post From: request for a demo feed with level 2/bid/ask/depth update information
| [2014-08-06 17:00:20] |
| ejtrader - Posts: 688 |
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Certainly understandable - due to the complexity of this and I would find my way around it. However - being a developer yourself - imagine - lack of "repeatable" data (however small it is) and it's impact on building quality tools. - thought of building my own scid file(using live T&S data) - which can be used for this purpose(would have solved part of the issue) but you don't want to add the fields bidsize/asksize to scid file(whether you populate or not). So there is absolutely no way for me to replay WITH true bidsize/Asksize information. upcoming feature: Bid/Ask Price & AskSize/BidSize Data | Post: 37653 Thanks Date Time Of Last Edit: 2014-08-06 20:17:24
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