Support Board
Date/Time: Mon, 20 Jan 2025 16:55:31 +0000
Post From: Automated Strategy/Study - Processing Each Tick Considerations
| [2018-06-18 20:22:50] |
| User109179 - Posts: 5 |
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To access individual trades and bid/ask updates in between calls into the study function, use the following functions:
sc.GetTimeAndSales Is there a similar function to GetTimeAndSales providing access to all the bid / ask updates for the entire depth? It appears to only be the level 1 updates. c_ACSILDepthBars This looks like it wraps the level2 updates and provides some stats on each bar but doesn't gives access to all the updates.
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