general question?

[neilcavanagh]

i want to access the api using c# to do the following:

(i) for a given stock symbol access each trade as it happens to get sales data (bid/ask/price/volume)
(ii) for a given stock symbol access the current buy/sell volumes
(iii) for a given stock access the current level ii order book, ie, what are the times and sizes for all buy/sell orders

can i do (i) to (iii)? if so any sample code you could point me to would be wonderful!

[Guest]

1 and 2, Yes. There is a Time & Sales sample in the File Share. You will be filtering between Trades and Quotes.

3, No. Market depth is not available via the Desktop API.