Hi all,
We are currently looking for way to retrieve data based on the C# examples on ftp. after these code lines:
quoteCache.CacheEvent += quoteCacheHandler;
quoteCache.AddWatch(WatchType.L1OPT, Symbol, null, ref err);
quoteCache.Submit("L1", Symbol, ref err);
I should be able to get the following data on the callback(quoteCacheHandler):
*Trade time
*Daily number of trades
*Daily total quantity
I know about the fields in the attached link
, but there is no the fields im looking for. in addition, where can i find the description about L2 market data
l1-market-data.png