Support Board
Date/Time: Tue, 16 Dec 2025 03:57:12 +0000
Post From: Programmatic access to Depth Of Market data
| [2021-07-27 00:28:41] |
| Rickty - Posts: 35 |
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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. |