Hey friends,
I am not too deep in the SDK yet, but I want to go deeper if you have a hint how to start.
I want to use the data from time and sales, collect it and work with it. So for example I want to get the total amount of bid and ask orders from the last hour of a specific symbol.
Do you know if there is a way to export this in a separate database? Or would it make more sense to get the data direct from my rithmic datafeed?
I am not too deep in the SDK yet, but I want to go deeper if you have a hint how to start.
I want to use the data from time and sales, collect it and work with it. So for example I want to get the total amount of bid and ask orders from the last hour of a specific symbol.
Do you know if there is a way to export this in a separate database? Or would it make more sense to get the data direct from my rithmic datafeed?