Support Board
Date/Time: Thu, 27 Feb 2025 13:13:56 +0000
[Programming Help] - [ACSIL API Question] Accessing NBBO price at new tick
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| [2021-07-01 10:23:57] |
| BraisedInBlue - Posts: 2 |
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Hello! I am still getting my feet wet after making the switch to SC and migrating my past developments to ACSIL. One issue I have run into thus far is trying to access the best bid / offer when a trade occurs. I am processing trade data via a hidden 1 tick chart, but when I try to access the bid/ask via ReferenceChartData[SC_BID_PRICE][tickIndex] ReferenceChartData[SC_ASK_PRICE][tickIndex] But they always return 0.0. I have turned on the required option via: sc.MaintainAdditionalChartDataArrays = 1; And have setup the chart to leverage tick by tick intraday storage. My data feed is the SC Denali feed. Is there something I am missing? There is a note that the data records must contain bid/ask prices and that not all data feeds support this. Is there a way I can check to see if my intraday records contain this data? Thanks in advance Date Time Of Last Edit: 2021-07-01 10:25:38
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