MarketData.GetMarketDepth during low liquidity volumes
Created at 29 Dec 2016, 12:45
MarketData.GetMarketDepth during low liquidity volumes
29 Dec 2016, 12:45
Hi Support,
All FX related sites report about low liquidity volumes due to New Year and Christmas, BUT
If I understand correctly, MarketData.GetMarketDepth should be affected during this period.
But as I can see Level II brings me the same volumes (in average) like it was ~ 1-3 month ago.
In other words, I do not see any differences in low liquidity volume/regular liquidity volumes periods.
Can you explain this, or am I missing something?
Thanx
M.