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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