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Date/Time: Wed, 08 May 2024 16:03:28 +0000



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

[2014-08-06 17:00:20]
ejtrader - Posts: 688
Certainly understandable - due to the complexity of this and I would find my way around it.

However - being a developer yourself - imagine - lack of "repeatable" data (however small it is) and it's impact on building quality tools.

- thought of building my own scid file(using live T&S data) - which can be used for this purpose(would have solved part of the issue) but you don't want to add the fields bidsize/asksize to scid file(whether you populate or not). So there is absolutely no way for me to replay WITH true bidsize/Asksize information.

upcoming feature: Bid/Ask Price & AskSize/BidSize Data | Post: 37653

Thanks
Date Time Of Last Edit: 2014-08-06 20:17:24