AW: twsapi: Retrieving Market Depth from TWS

Marcus Jellinghaus All Messages By This Member #279 开云体育 Again, I think that makes sense to use a datafeed provider if you want to get market data. eSignal and PCQuote are specialised on providing realtime datafeed and both have an API. ? Marcus toggle quoted message Show quoted text -----Ursprüngliche Nachricht----- Von: Michel [mailto:migurull@...] Gesendet: Wednesday, July 03, 2002 4:55 AM An: twsapi@... Betreff: RE: twsapi: Retrieving Market Depth from TWS 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. -----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 .` `To unsubscribe from this group, send an email to: twsapi-unsubscribe@...` `Your use of Yahoo! Groups is subject to the .`

开云体育