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Order book data T2 example ? #484954
01/03/22 19:40
01/03/22 19:40
Joined: Oct 2019
Posts: 29
Germany
TedMar Offline OP
Newbie
TedMar  Offline OP
Newbie

Joined: Oct 2019
Posts: 29
Germany
Since Zorro v.2.40 is possible to use orderbook data history

Quote

Zorro Release History
....
Order book data (.t2 files) can now also be used for the price history with History = "*.t2".
....

Any one have a example of .t2 and CVS data with Book depth orders?

Re: Order book data T2 example ? [Re: TedMar] #484968
01/05/22 08:44
01/05/22 08:44
Joined: Jul 2000
Posts: 28,024
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,024
Frankfurt
You can get a bitcoin t2 example from the download page. It contains order book snapshots in 10 minutes intervals.


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