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

Asaroth shared this question 4 years ago

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.

Replies (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

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