May I ask: How to download Level-2 transaction detail data?

After enabling level2, you can see per-trade execution details for each stock. In addition, there are also details for order placements and cancellations.

Could you tell me how to get these data down—for example, how to turn them into an Excel table?

View Original
This page may contain third-party content, which is provided for information purposes only (not representations/warranties) and should not be considered as an endorsement of its views by Gate, nor as financial or professional advice. See Disclaimer for details.
  • Reward
  • Comment
  • Repost
  • Share
Comment
Add a comment
Add a comment
No comments