Any APIs for the DOM (Depth of Market) information in CBOT?

Created at 08 Jan 2022, 06:45
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RedSeaBro

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Joined 10.04.2021

Any APIs for the DOM (Depth of Market) information in CBOT?
08 Jan 2022, 06:45

Hi:

Are there APIs to get the current DOM (depth of market) information in CBOT? If so, are there any document of these APIs?

@RedSeaBro
Replies

amusleh
10 Jan 2022, 08:38

Hi,

Check here: cAlgo API Reference - MarketDepth Interface (ctrader.com)

@amusleh

RedSeaBro
28 Feb 2022, 15:13

RE:

amusleh said:

Hi,

Check here: cAlgo API Reference - MarketDepth Interface (ctrader.com)

Thanks a lot amusleh. 

A follow up question: is the market depth data available and accurate in back test?

@RedSeaBro

amusleh
01 Mar 2022, 09:21

RE: RE:

RedSeaBro said:

amusleh said:

Hi,

Check here: cAlgo API Reference - MarketDepth Interface (ctrader.com)

Thanks a lot amusleh. 

A follow up question: is the market depth data available and accurate in back test?

Hi,

No, it's not available in backtest.

@amusleh

RedSeaBro
01 Mar 2022, 15:18

RE: RE: RE:

amusleh said:

RedSeaBro said:

amusleh said:

Hi,

Check here: cAlgo API Reference - MarketDepth Interface (ctrader.com)

Thanks a lot amusleh. 

A follow up question: is the market depth data available and accurate in back test?

Hi,

No, it's not available in backtest.

Thanks. Appreciate it.

@RedSeaBro
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