twsapi: Retrieving Market Depth from TWS

Michel #278 开云体育 I asked IB about this, and they tell me they have no plans to incorporate Level 2 access through the API. Perhaps some solution capturing messages to this window but more dificult and risky because this can change at any moment without notice. ? Michel. toggle quoted message Show quoted text -----Mensaje original----- De: groogill [mailto:gregperks@...] Enviado el: martes, 02 de julio de 2002 23:00 Para: twsapi@... Asunto: twsapi: Retrieving Market Depth from TWS `Hi, Does anyone know if it possible to retrieve the data from the TWS market depth window into excel. For example, is it possible to get the cumulative bid/ask quantity down to the fifth level ? Thanks` `To unsubscribe from this group, send an email to: twsapi-unsubscribe@...` `Your use of Yahoo! Groups is subject to the .`

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