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In this Discussion
July 2021
kakya
July 2021
sujith
How can I get market depth in historical data
kakya
July 2021
in
General
I have developed a strategy and need market depth for doing back testing.
I dont see any thing in docs regarding market depth in historical data. I can only get it in live market.
Any suggestion on how to do backtesting using market depth ?
Tagged:
historical data
market depth
sujith
July 2021
We don't have historical tick by tick data. We only provide candle data. You can contact some exchange registered data vendor for tick by tick data.
kakya
July 2021
Thanks you
This discussion has been closed.