Support Board
Date/Time: Tue, 08 Jul 2025 21:24:28 +0000
Post From: ChartBarInterface and MarketDepth events
[2025-05-07 12:38:18] |
Perseus - Posts: 33 |
Is my understanding correct that ChartBarInterface.NewFileRecord is only used for trade events? If so, is it possible to catch MarketDepth updates (realtime and historical) with the ChartBarInterface in some other way? If not, would you be willing to add this (CharBarInterface.IsMarketDepthEvent)? If not, are there any other ways to catch market depth updates / events when building custom bars?
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