Finding bid/ask on Market Depth

[lokmla]

The functions provided in the help menu in the EFT editor enabled me to get:

getMostRecentbid
getMostRecentbidSize
getMostRecentask = any assigned variable
getMostRecentaskSize
getMostRecenttrade
getMostRecenttradeSize

This information gives me the most recent bid/ask on the time and sales. Is there a way to get the bid/ ask on the market depth instead of Most recent bid/ask of the time and sales?

bid bSize ask aSize
53.55 20 53.70 100

So, pretend that the above is the market depth, is there a code or a way to get market depth data? In this case... 53.55 and 53.70

Lokman

[ACM]

Lokman
Market Depth is not exposed to efs at this time. If you would like to submit a suggestion send an email to [email protected] or select Customer Support-> Make a Suggestion in the main menu of eSignal
Alex

[lokmla]

Thanks for the reply Alex, greatly appreciate your work and efficiency.

Lokman

[RedDuke]

Hi Alexis,

Do you know if this was changed, and that we can access MD or Full Times and Sales in EFS?

Thanks

[ACM]

RedDuke
As of now it has not changed.
Alex

[RedDuke]

Thanks for a fast reply. That is what I thought.