Order book data T2 example ?

Posted By: TedMar

Order book data T2 example ? - 01/03/22 19:40

Since Zorro v.2.40 is possible to use orderbook data history

Quote

Zorro Release History
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Order book data (.t2 files) can now also be used for the price history with History = "*.t2".
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Any one have a example of .t2 and CVS data with Book depth orders?

Posted By: jcl

You can get a bitcoin t2 example from the download page. It contains order book snapshots in 10 minutes intervals.