Support Board
Date/Time: Thu, 27 Feb 2025 05:19:35 +0000
Post From: Write 1 trade bar data to file with Bid/Ask size at time of sale
| [2021-06-10 16:54:42] |
| User339484 - Posts: 71 |
|
IS THERE NO WAY TO GET A VALUE OF THE BEST BID AND BEST ASK AT TIME OF EACH TRADE? MARKET DEPTH BARS OLD VS NEW VS TIME AND SALES ALL SHOW DIFFERENT BEST BID/ASK QUANITITY |