Marketbook - get traded data 2 days ago

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  • Guest

    #1

    Marketbook - get traded data 2 days ago

    Hi so I am making a call to MarketBook to get the winners for various horse races however just wondering if I can get traded data, say Total matched, SP data etc.

    I wonder do I just set PriceData filter to EX_ALL_OFFERS or EX_TRADED ? or if this only when the market is in play?

    Dim
    priceData AsISet(OfPriceData) = NewHashSet(OfPriceData)()
    priceData.Add(API_NG.TO.PriceData.EX_BEST_OFFERS)


    fnReturnSpecificMarketBookData = clientBF.listMarketBook(MarketIDsToGet, priceProjection, MatchProjection.ROLLED_UP_BY_AVG_PRICE, Nothing)
  • MarcusMel
    Junior Member
    • Aug 2009
    • 19

    #2
    I believe that traded data is not possible to get on a closed market. You would have to keep getting the marketbook up to the point the market closes. Perhaps the data is available in the historical data.

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    • Guest

      #3
      Thanks Marcus - yes this is what I do now and I simply store this data in a binary file for the market id event.

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