Support Board

Date/Time: Thu, 09 May 2024 01:54:49 +0000

Post From: request for a demo feed with level 2/bid/ask/depth update information

[2014-08-06 13:13:55] Link To Thread - Link To Post [Go To First Post]
ejtrader - Posts: 688
SC team - I am referring to BidSize / AskSize ( not type of trade ) which are not stored in scid. All I need is full market information for a single instrument and for a single day ( or even for an hour ) - that I can replay multiple times to fine-tune piece of code. Though it's not really a show stopper - in it's current state ( where I can't replay the full information ) is certainly not ideal. Appreciate if you can think of a way to replay - a single hour of data - for a single instrument - which should include BidSize/AskSize/Depth Updates records/Level 2 information. Thanks - T&S data during live http://screencast.com/t/DZrXYCywjUh ( notice all real numbers for BidSize & AskSize ) - Same data during replay http://screencast.com/t/g40wTqSO3RRJ ( notice all 1's for BidSize & AskSize ) - Also during replay - there are no Depth Update records ( Type -- SC_TS_BIDASKVALUES ) - Also during replay - level 2 information is not available Date Time Of Last Edit: 2014-08-06 13:47:38