Requesting Market Data for a Contract
Modified on 2012/01/23 12:40 by Andrew Busby (CTS) — Categorized as: Uncategorized
methods as well. The methods operate identically to the way operate on the Market object. The difference is when requesting market data from a contract, the data for each trade date will be taken from the market with the largest TTV (most actively traded) for that trade date. For some contracts, this works well toward giving a long-term history of a contract.