Calgo and Depht Of Market
Created at 04 Jan 2018, 23:51
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Calgo and Depht Of Market
04 Jan 2018, 23:51
Good evening, Through the clago is it possible to access the Depht of market? For example, having an algorithm that upon entering input "X" purchase volume, automatically open a purchase position.
Im sorry for my english and Thank you
PanagiotisCharalampous
05 Jan 2018, 10:28
Hi DelTrader,
Depth of market is available in cAlgo. Check MarketData GetMarketDepth. Let me know if this helps.
Best Regards,
Panagiotis
@PanagiotisCharalampous