Support Board
Date/Time: Sun, 12 Jan 2025 05:32:52 +0000
Post From: ACSIL - The indexing of the TimeAndSales array
| [2017-01-26 05:06:02] |
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When I loop through all the elements of the TimeAndSales array, can I assume that each element of the array represents a different trade and that the order of the elements in the array represent the order in which the trades took place?
No and Yes. The information below makes this more clear.This has been added to the documentation: When iterating through the Time and Sales data, to only process those records which are trades, you need to compare the s_TimeAndSales::Type member to SC_TS_BID and SC_TS_ASK and only process records with these types.
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