Hello,
I am interested in information on how I may be able to access for the purposes of data capture a market depth data stream for a single ticker. My ultimate goal is to be able to perform historical analysis on this data as well as replay the stream.
I subscribed to eSignal and after reviewing their desktop API do not believe that it offers access to a stream of market depth. Any information would be great.
Thanks,
Jeff -
I am interested in information on how I may be able to access for the purposes of data capture a market depth data stream for a single ticker. My ultimate goal is to be able to perform historical analysis on this data as well as replay the stream.
I subscribed to eSignal and after reviewing their desktop API do not believe that it offers access to a stream of market depth. Any information would be great.
Thanks,
Jeff -