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Date/Time: Thu, 28 Mar 2024 19:00:49 +0000



Post From: Depth of market Study

[2020-01-30 21:33:05]
Chad - Posts: 231
Hi SCE,
Is it possible to access historical DOM data (i.e. .depth files saved locally) via DTC, or is DTC live only?

I want to work with it in Python as well as C++, so if DTC only has live DOM data, would use of Google Protocol Buffers outside of DTC be appropriate?

Lastly, will I need to rebuild the order book event-wise using a separate package, e.g. CppTrader?
Date Time Of Last Edit: 2020-01-30 22:53:34