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Date/Time: Sun, 19 May 2024 19:39:22 +0000

Post From: Market Depth File Format

[2018-11-11 11:45:12] Link To Thread - Link To Post [Go To First Post]
User12089 - Posts: 350
The file format of the Intraday Data File is documented here, including what C++ Data Structures from the SC API to use when populating it: Intraday Data File Format is there something similar for the relatively new Market Depth File and if not (which is what I think is the case), can you please update the documentation asap and also provide the info directly here (and yes I do know about the DTC Server Option too, but my question is specifically about the file format)