Is it possible to see 5 minute-wise TSQ/TSB orders on a particular stock at a particular time?

Asaroth shared this question 9 months ago
Answered

As in, is it possible to see number of BUY/SELL orders at a particular instance of time. For instance, at 11:00AM, the TBQ is 1000 and TSQ is 800. And by TSQ and TBQ I mean the entire disclosed orders in market depth, not just at one price point.


Thank you.

Comments (1)

photo
1

Thank you for writing to TrueData!

As of now this is not possible, since the requested Data is not provided by NSE in Level 1 feed.

Kind Regards,

Team TrueData