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  • Depth Of Market

    Hi. We have a new project that requires depth of market information. That is, the best 5 ask prices and ask sizes and the 5 best bid prices and bid sizes. This would be for the S&P e-mini contract and the Dow e-mini contract.

    Is this information available to the eSignal desktop API?


    Thanks,
    Jay Larmee

  • #2
    The eSignal Desktop API does not provide market depth data.

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