Future price stack with Time & Sales and transaction display - page 20

 
Vasiliy Sokolov:

Useful, except that for some reason it does not say that full order logs cost substantial money and are not available for public use.

The cost of FOL for one instrument per year is $1000. For the entire FORTS - $5000. You can save yourself through Plaza II - but it costs money to connect there too. About 4,000 per month. I.e. the theme is clearly not from a series of "take to play.

Do I have to have a history of the order type? Maybe, the tick history(CopyTicks) will be enough?
 
Karputov Vladimir:
Is it necessary to have a history of the order type? Maybe the tick history(CopyTicks) will be enough?

No, it won't, because CopyTiks doesn't provide the data of the stack.

p.s. Full orders log is not a history by order type, but something more.