Hello, i was wondering is there a way to get historical data with depth data (ask/offer) for every tick, if not, how can i calculate it with the existing api if possible.
hii @navjot548 1.historical data starts from 1-minute ohlcv data. So we can't retrieve historical market depth using historical api. 2. And it can't be calculated because market depth is not based on any calculation(its simply no of limit buy orders and sell orders at different price levels)
1.historical data starts from 1-minute ohlcv data. So we can't retrieve historical market depth using historical api.
2. And it can't be calculated because market depth is not based on any calculation(its simply no of limit buy orders and sell orders at different price levels)
1.https://www.truedata.in/
2.https://globaldatafeeds.in/historical-eod-1minute-tick-ieod-data/
(*personally I have not used any of these services)