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Date/Time: Sat, 04 May 2024 23:54:42 +0000



Post From: Huge spikes on Denali offer data

[2019-10-08 02:48:07]
9710276 - Posts: 24
Thanks. You’re right – and I see your point. If you want the full book, it’s available.

But there’s an option to limit “level” data within a chart.

And I only want to look a certain distance out, on each side of price, for my bid and ask depth studies (which doesn’t show price levels, like a heatmap, it just shows depth changes). There’s no way to limit that if levels are not ticks – unless I assume a certain distance out will always have resting orders – and limit the data feed to that assumed level.
Date Time Of Last Edit: 2019-10-08 02:48:39