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Date/Time: Sun, 19 Jan 2025 03:20:46 +0000



Post From: Is ACSIL pulling/stacking and recent bid/ask available during replay?

[2018-03-05 18:37:40]
binaryduke - Posts: 375
Hi SC

During a chart replay in accurate mode with saved time & sales data from a DOM that has the pulling/stacking and recent bid/ask columns applied, the DOM correctly shows the pulling/stacking and recent bid/ask data, however the corresponding values are not populated within the ACSIL members:

sc.GetRecentAskVolumeAtPrice
sc.GetRecentBidVolumeAtPrice
sc.GetAskMarketDepthStackPullValueAtPrice
sc.GetBidMarketDepthStackPullValueAtPrice

The study in question does populate correctly during live market data.

Am I missing something?

BD.