Support Board
Date/Time: Thu, 03 Jul 2025 09:18:20 +0000
Post From: using ACSIL s_TimeAndSales for getting Level II data ?
[2017-03-03 14:22:22] |
wwwingman - Posts: 185 |
Hi Can I get the real time depth market of level II in the ACSIL T&S events ? I use the sc.GetTimeAndSales() and iterate through the events. But the SC_TS_BIDASKVALUES seem to only show the inside bid/ask changes. Have I missed something ? -- W |