DOM data to file

Created at 30 Apr 2015, 02:07
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2001215's avatar

2001215

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Joined 30.04.2015

DOM data to file
30 Apr 2015, 02:07

Is it possible to record the DOM/level2 data to a file?

While I can catch a lot of info flowing by it would be helpful to be able to review the past 20 transactions, at least for some time period.

@2001215
Replies

WhiteSage
16 May 2015, 00:45

The .net Stream writer is probably your friend in this case, but you will have to build a system to save and recall it. Should you not have the capturing bot/indicator running at the time, there will be a hole in the data. Market depth is real time only as far as I know.

@WhiteSage
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