Market Depth Capture

Discussion in 'Technical Analysis' started by jfish3000, Oct 3, 2006.

  1. jfish3000



    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.

    Jeff -