Support Board

Date/Time: Sat, 27 Jul 2024 02:23:16 +0000

Post From: DOM & MBO to external file

[2023-08-19 11:41:20] Link To Thread - Link To Post [Go To First Post]
Fikklish - Posts: 3
Hello, I have been reading through your documentation for ACSIL and can see that it is possible to retrieve DOM values at a given price. However, I am interested in subscribing to MBO through service level 12 and wish to know how I extract this data in a similar way. Essentially I would like to create an external CSV file that saves a snapshot for the DOM and MBO orders over a certain threshold. I’ve looked long and hard, can’t find this. Thanks.