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 Bursa market depth history data download

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TSQuestions12345
post Nov 9 2022, 02:16 AM, updated 2y ago

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Does anyone know where I can get tick by tick market depth history data for bursa? At least 5 levels would be good. Tick by tick meaning i can see changes in the market depth of a counter from pre open to trading-at-last for a specific day. I did try bursa station and shareinvestor station. Both of these platforms only provide 1 level market depth data through the DDE provided. Sourcing data directly from the exchange would be really really expensive. So any alternatives? Thanks a lot if you know how.

This is the ideal scenario if i can see the history market depth data. But lets say if there's is no history data for the market depth, any platform that can live stream 5 level market data to my excel file or python ide so that i can construct the market depth myself and store it for future uses is good as well.

This post has been edited by Questions12345: Nov 9 2022, 03:08 AM
plouffle0789
post Mar 3 2024, 01:26 PM

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QUOTE(Questions12345 @ Nov 9 2022, 02:16 AM)
Does anyone know where I can get tick by tick market depth history data for bursa? At least 5 levels would be good.  Tick by tick meaning i can see changes in the market depth of a counter from pre open to trading-at-last for a specific day. I did try bursa station and shareinvestor station. Both of these platforms only provide 1 level market depth data through the DDE provided. Sourcing data directly from the exchange would be really really expensive. So any alternatives? Thanks a lot if you know how.

This is the ideal scenario if i can see the history market depth data. But lets say if there's is no history data for the market depth, any platform that can  live stream 5 level market data to my excel file or python ide so that i can construct the market depth myself and store it for future uses is good as well.
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You use technical chart or graph to invest stock?

 

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