Support Board
Date/Time: Mon, 03 Feb 2025 07:56:37 +0000
Orderbook data
View Count: 1449
[2019-11-07 11:41:12] |
User870514 - Posts: 25 |
Is it possible to access the live orderbook data in calculating a study? Looking at using Bitmex DOM first level and deeper data.
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[2019-11-07 12:30:50] |
T44 - Posts: 363 |
Yes, I think so. Search the ASCIL documentation.
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[2019-11-07 12:48:42] |
User870514 - Posts: 25 |
Found sc.GetAskMarketDepthEntryAtLevel which I presume is the relevant call, will get started on trial and error now. Thanks. |
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