Support Board
Date/Time: Sat, 23 Nov 2024 12:52:28 +0000
Post From: accessing scid files
| [2018-11-22 09:52:38] |
| User61576 - Posts: 443 |
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after managing to access the scid file using the python code, I am trying to figure out which trade was executed on the bid side vs. the ask size. the only data exported is Date, Time, Open, High, Low, Last, Volume, NumberOfTrades, BidVolume, AskVolume
1. when exporting the intraday tick data to txt file I can get the bid/ask volume or when extracting this using the python code (above) I don't get the bid price/ask price (in order to calculate the side of the trade). how can I export this data as well? 2. is there any way to export the numbers bars calculated values (Numbers Bars: Numbers Bars Calculated Values Subgraph Descriptions) to a txt file or using python? |