How to Conduct an In-Depth Analysis of Hong Kong Stocks on AASTOCKS with 10-Level Order Book Depth and Tick-by-Tick Trades
After viewing Hong Kong stock quotes on AASTOCKS, if you want to assess the depth of the bid and ask sides, observe the pace of trading, or review price changes, you need to integrate order book depth and tick-by-tick records into a program. TickDB's Hong Kong stock order book supports up to ten levels on each side, while tick-by-tick queries return trade prices, quantities, directions, and timestamps and allow you to subscribe to real-time trades. This article uses depth imbalance and the volume-weighted average price of a trade sample to illustrate how these data can be used while distinguishing between the most recent trade window and historical data that can be queried by date.
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