Hi,
I can successfully download tick history with following code while for market depth, for depth it always returns empty df. Could you shad some light on why it doesn't work? Thank you!
@liu.chen
Thank you for reaching out to us.
The application should check the Notes in the response.
I tried this request in Postman.
The Notes is:
This indicates that this RIC doesn't support Market Depth data. You can contact the Tick History support team directly via MyAccount to verify it.
Hi Jirapongse, thank you for the quick response. It is very helpful. I will check with them.