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

Created at 08 Jan 2022, 06:45

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

cTrader Ltd offers through its group of companies the cTrader platform. The information on this website is for general informational purposes only and does not constitute financial or investment advice. cTrader does not solicit retail investors. Reliance on this information is at your own risk.