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I_Need_Money
96
I_Need_Money 2014.05.29 19:46 

Is there any Level 2 DATA available on Forex?

 

Does anyone know why 

long BuysOrders=SymbolInfoInteger(Symbol(),SYMBOL_SESSION_BUY_ORDERS);
long SellOrders=SymbolInfoInteger(Symbol(),SYMBOL_SESSION_SELL_ORDERS);

double BuyOrderVolume = SymbolInfoDouble(Symbol(),SYMBOL_SESSION_BUY_ORDERS_VOLUME);
double SellOrderVolume = SymbolInfoDouble(Symbol(),SYMBOL_SESSION_SELL_ORDERS_VOLUME);

does not provide any data? 

 

Thank you. 

Alain Verleyen
Moderator
28623
Alain Verleyen 2014.05.30 06:20  
I_Need_Money:

Is there any Level 2 DATA available on Forex?

 

Does anyone know why 

does not provide any data? 

 

Thank you. 

Forex is not a centralized market there is no level 2 data.

With MT5, there is Depth of Market, and some brokers provide data for Forex. Of course, it's all volume and orders of the broker.

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