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Direct MessagesDate/Time: Sat, 04 May 2024 17:39:38 +0000
Post From: Clarification on documentation concerning bid/ask updates
| [2019-08-19 00:32:42] |
| User442651 - Posts: 25 |
|
In the documentation for sc.BaseDataIn[][] it states: "sc.BaseData[SC_BID_PRICE]: This array contains the bid prices at the time of the last trade for each bar. By default, the Bid and Ask prices are only recorded when there is a trade." Does this mean there is a non-default setting to record bid/ask prices whenever they change, and not just when there is a trade? |