Calgo and Depht Of Market

Created at 04 Jan 2018, 23:51
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DelFonseca's avatar

DelFonseca

Joined 25.06.2017

Calgo and Depht Of Market
04 Jan 2018, 23:51


Good evening, Through the clago is it possible to access the Depht of market? For example, having an algorithm that upon entering input "X" purchase volume, automatically open a purchase position.

Im sorry for my english and Thank you


@DelFonseca
Replies

PanagiotisCharalampous
05 Jan 2018, 10:28

Hi DelTrader,

Depth of market is available in cAlgo. Check MarketData GetMarketDepth. Let me know if this helps.

Best Regards,

Panagiotis


@PanagiotisCharalampous