Support Board
Date/Time: Wed, 17 Sep 2025 09:34:00 +0000
Post From: access market depth historical files with ACSIL
| [2022-11-01 00:43:29] |
| onnb - Posts: 663 |
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Following up on this The timestamps are UTC, yes? I noticed that at midnight a new file is created. The first row is a command 1 (reset) and then a list of commands 2 and 3 adding the bid/ask levels. My understanding is that the 1 command can be used to build the initial order book as that is a point to start from scratch, yes? |