Record Depth of Market Data to CSV

Created at 02 Apr 2018, 22:43
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cintuanginbox

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Joined 02.04.2018

Record Depth of Market Data to CSV
02 Apr 2018, 22:43

Hi

I really need help for recording live DOM data to a CSV file. I am also open for suggestions for choosing other platforms that are capable to record this type of live data. The purpose of the record is to compare with the tick data and to see where trends are likely to happen. I attached a screenshot of EURUSD in the Standard Dom mode. 

Any help or suggestion would greatly be appreciated. Thank you for your time. 

@cintuanginbox
Replies

PanagiotisCharalampous
03 Apr 2018, 09:06

Dear cintuanginbox,

Thanks for posting in our forum. You can access market depth data in cAlgo using the GetMarketDepth function.

Let me know if this helps,

Best Regards,

Panagiotis

@PanagiotisCharalampous
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