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Date/Time: Mon, 26 Feb 2024 05:18:56 +0000



Post From: DOM & MBO to external file

[2023-08-19 11:41:20]
Fikklish - Posts: 2
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.