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Date/Time: Wed, 17 Sep 2025 08:20:46 +0000



Post From: Trying to download historical market depth data

[2022-11-09 05:51:07]
User872151 - Posts: 19
Hi there,

I have subscription to the Denali feed and am trying to replay DOM + time & sales for historical days. My go-to process in the past was to refer to following article and do step 8 (Market Depth Historical Graph: Downloading Of Historical Market Depth Data). That way I'm able to download data for the past 5 days, however if I want to download data from say 8 days ago, I seem to not be able to do so.

Do you have any advice and what else I could try out or where I might be doing something wrong?

Update: Got the time & sales to work now but on the DOM I only have the best bid and offer showing and not full depth of book (see screenshot).

Thanks in advance!
Date Time Of Last Edit: 2022-11-09 06:20:24
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