From the marketdepth function, how do i choose which book to get the data from?
For example, i have nasdaq level2, arca book, and regional.
I want to get data from regional, but marketdepth only connects to nasdaq level2 data.
Can you help?
Thanks,
For example, i have nasdaq level2, arca book, and regional.
I want to get data from regional, but marketdepth only connects to nasdaq level2 data.
Can you help?
Thanks,