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| Market depth history |
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BIvaniuk
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| Post subject: Market depth history |
Post rating: 0
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Posted: Sun 22 Jan, 2012, 12:27
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User rating: 0
Joined: Sun 22 Jan, 2012, 12:25
Posts: 5
Location: Ukraine, Kyiv
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Good day. Is it possible to receive market depth history? I mean, 10 bid/ask prices and 10 bid/ask volumes. Thank you.
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API Support
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| Post subject: Re: Market depth history |
Post rating: 0
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Posted: Mon 23 Jan, 2012, 10:04
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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tactevo
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| Post subject: Re: Market depth history |
Post rating: 0
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Posted: Sun 25 Aug, 2013, 19:04
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User rating: 0
Joined: Thu 30 Aug, 2012, 04:30
Posts: 6
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I've just run some simple tests, and it appears that historical ticks do not persist 10 levels of market depth. They seem to be truncated at 1 level. For instance, tick.getAsks size is always 1. I am able to access 10 levels when connecting to real-time data.
Dukascopy, are 10 levels of bids/asks and bid/ask volumes available historically as you've implied above?
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API Support
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| Post subject: Re: Market depth history |
Post rating: 0
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Posted: Mon 26 Aug, 2013, 07:23
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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There is no Market Depth history available.
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