I would like to extract the complete order book from SEAQ level 2 prices and export them to Excel.
Is this possible and if so what is the best way of achieving it? I would rather write the software myself then I would have complete control over it.
I use M.AM and IG level 2 as sources.
Is this possible and if so what is the best way of achieving it? I would rather write the software myself then I would have complete control over it.
I use M.AM and IG level 2 as sources.