Support Board
Date/Time: Mon, 15 Dec 2025 18:12:03 +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
|
 iScreen Shoter - 20221109141729119.jpg / V - Attached On 2022-11-09 06:20:18 UTC - Size: 750.83 KB - 339 views |