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Date/Time: Wed, 27 Nov 2024 12:28:20 +0000



Post From: Time and Sales Window - Market Replay - SC_TS_BIDASKVALUES not shown

[2023-02-11 11:55:16]
User431178 - Posts: 544
I cannot see SC_TS_BIDASKVALUES in the T&S window

You would only see those values if the data was recorded using BID_ASK_TRADE_SYNC mode, otherwise Bid/Ask updates are not recorded.
Data Recording Modes: -BID_ASK_TRADE_SYNC

Also, those records do not relate to market depth, they are Bid/Ask price updates that is all.

Market depth is not shown in T&S window during replay, it makes no difference that you have recorded depth data.
Time and Sales Window: Time and Sales Data During a Replay