Algo.MarketData

property · Algo · cAlgo.API.Internals

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Provides access to the Depth of Market Data.

Definition

C#Python

public MarketData MarketData {get;}

api.MarketData: MarketData

Returns MarketData

Examples

C#Python

var dailyBars = MarketData.GetBars(TimeFrame.Daily, "EURUSD");
Print("EURUSD daily close: {0}", dailyBars.ClosePrices.LastValue);
var marketDepth = MarketData.GetMarketDepth("EURUSD");
Print("EURUSD depth: {0} bid entries", marketDepth.BidEntries.Count);

dailyBars = api.MarketData.GetBars(TimeFrame.Daily, "EURUSD")
api.Print(f"EURUSD daily close: {dailyBars.ClosePrices.LastValue}")
marketDepth = api.MarketData.GetMarketDepth("EURUSD")
api.Print(f"EURUSD depth: {marketDepth.BidEntries.Count} bid entries")