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Date/Time: Sun, 26 May 2024 15:45:33 +0000

[Programming Help] - DOM & MBO to external file

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[2023-08-19 11:41:20]
Fikklish - Posts: 3

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.
[2023-08-19 15:24:17]
gcUserStudies - Posts: 94
Hello. I have a MBO filter study that may help you as the code shows how to get the MBO data and filter on size. Then all you would need to do is save it off.

Source code:

A few pics:

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