I want to fetch the 5 level depth - from best bid/offer or at least the best bid and offer at any given instance for a particular instrument.
How do I achieve this within ibpy backtrader for interactive brokers?
I want to fetch the 5 level depth - from best bid/offer or at least the best bid and offer at any given instance for a particular instrument.
How do I achieve this within ibpy backtrader for interactive brokers?