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Historical tester and Market Depth |
lifon
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Post subject: Historical tester and Market Depth |
Post rating: 0
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Posted: Sun 19 Jul, 2015, 19:30
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User rating: 1
Joined: Mon 27 Feb, 2012, 22:49 Posts: 119 Location: Czech Republic,
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Hello support,
I‘d like to use Market Depth in my strategy. But I found ticks data for Historical tester (on live account) include only one level Market Depth.
Tester without Market Depth is not possible to use for testing my strategy. How can I get historical data including full Market Depth?
Check Market Depth Results: StartTickTime: 2015.01.01 22:00:01; EndTickTime: 2015.07.17 20:59:59; TicksCount: 13 826 178; LenghtAvg: Asks|Bids: 1.00|1.00; LengthMax Asks|Bids: 1|1;
It is very important for me.
Thanks
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API Support
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Post subject: Re: Historical tester and Market Depth |
Post rating: 0
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Posted: Mon 18 Apr, 2016, 09:06
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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This is current limitation of the tester. It is not going to be fixed in the near future due to technical reasons.
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