Full market depth

[98lewisj]

Is there any way to import full market depth in to excel? I have racked my brains and cant work out a workaround, any help will be gracefully received.

[Euler]

You can't. It would most likely kill performance with all that data coming in.

Outside of key prices, there isn't much information in there anyhow. So I don't know what you were looking to do but you probably are not missing much.

[eightbo]

+1

You can't. It would most likely kill performance with all that data coming in.

Outside of key prices, there isn't much information in there anyhow. So I don't know what you were looking to do but you probably are not missing much.

One example would be in gappy markets where people are clearing out more than 3T every other bet.

Performance may be an issue but filters in Guardian as to what selections & price ranges to pass through would almost certainly allow for a single-sheet excel (1 market) file to function well.

[eightbo]

I'd add that these days there's a lot of leap-frogging [scalping automation] going on in the lower liquid markets with <=£2 stakes which render the first 2 'key' prices insignificant.

[Derek27]

I'd add that these days there's a lot of leap-frogging [scalping automation] going on in the lower liquid markets with <=£2 stakes which render the first 2 'key' prices insignificant.

People like us who trade the low liquidity markets are lepers.

[eightbo]

I'd add that these days there's a lot of leap-frogging [scalping automation] going on in the lower liquid markets with <=£2 stakes which render the first 2 'key' prices insignificant.

People like us who trade the low liquidity markets are lepers.

[BrianDee]

> People like us who trade the low liquidity markets are lepers.

Or.....
Time Travelling Aliens