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Date/Time: Fri, 22 Nov 2024 04:05:02 +0000



Post From: Access Data from Bid and Ask Number of Orders DoM Columns

[2024-10-24 19:40:16]
tdd2672 - Posts: 61
It appears that the Depth of Market Data study only shows bid and ask size for each price and pull/stack for the same. I'm trying to access the limit order data that are shown on the DoM on the attached image. One column is showing limit volume and I believe that the other column are limit orders.
imageSC DOM Oders and Volume.png / V - Attached On 2024-10-24 19:31:51 UTC - Size: 103.05 KB - 20 views
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