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Date/Time: Thu, 28 Mar 2024 13:47:57 +0000



Post From: Programmatic access to Depth Of Market data

[2021-07-27 00:28:41]
Rickty - Posts: 35
Can the levels of bid/ask data shown in Sierra Charts be accessed programmatically? In other words, aside from visually seeing the size posted at each price in the book, can I access and manipulate the data with code?

If so, can this also be done with historical data? I am assuming the Denali data feed will be needed for this - if it is possible - but if other data feeds can be used for this purpose that would also be of interest.

Thank you in advance.