Support Board
Date/Time: Wed, 17 Sep 2025 09:37:33 +0000
Post From: access market depth historical files with ACSIL
| [2021-09-02 17:50:48] |
| onnb - Posts: 663 |
|
Just want to confirm something Looking at this link, Market Depth Data File Format: Market Depth Data File Structures Used I can use that header to read the market depth files that are either recorded or downloaded in the MarketDepthData folder With these files, I would have access to all order book updates timestamped to MS Correct? |