Support Board

Date/Time: Mon, 06 May 2024 18:02:19 +0000

Orderbook data

[2019-11-07 11:41:12] #1 [Go To First Post]
User870514 - Posts: 25
Is it possible to access the live orderbook data in calculating a study? Looking at using Bitmex DOM first level and deeper data.

[2019-11-07 12:30:50] #2 [Go To First Post]
T44 - Posts: 363
Yes, I think so. Search the ASCIL documentation.

[2019-11-07 12:48:42] #3 [Go To First Post]
User870514 - Posts: 25
Found sc.GetAskMarketDepthEntryAtLevel which I presume is the relevant call, will get started on trial and error now. Thanks.

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