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Historical Market Depth?

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    Historical Market Depth?

    I have a request to write an indicator that pulls historical market depth data, like when the chart is repainted, to be used in calculations. Is that possible, or is market depth only available in realtime?

    Thanks!

    #2
    Hello cassb,

    Thanks for your question.

    Level 2 MarketDepth is only available with realtime data, and is not available historically.

    Let us know if you have any additional questions.

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