Comment on Managing your Script
In India exchanges don’t share market depth data more than 5 to brokerages. You could go out and try if any data vendors provide this, this requires level 3 data from exchanges which costs quite a bit. More here.
In India exchanges don’t share market depth data more than 5 to brokerages. You could go out and try if any data vendors provide this, this requires level 3 data from exchanges which costs quite a bit. More here.