Support Board
Date/Time: Wed, 27 Nov 2024 12:26:42 +0000
Post From: Time and Sales Window - Market Replay - SC_TS_BIDASKVALUES not shown
| [2023-02-11 13:19:11] |
| User907967 - Posts: 54 |
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This is very helpful; thank you. I will look into it. I was unaware of the suffix element. I am doing all this to pull the SC_TS_BIDASKVALUES via ACSIL (c_SCTimeAndSalesArray and sc.GetTimeAndSales). I want to see when one market participant is repeatedly reloading at a specific level and when the other participant continues to buy/sell into what is repeatedly being reloaded. Some might call this 'absorption'. In my view and from what I have read so far, sc.GetTimeAndSales is the best protocol for this. 1. Would you agree that using sc.GetTimeAndSales is the best route, or would you suggest other means? 2. Is my understanding correct that appending the suffix "-BID_ASK_TRADE_SYNC" to the symbol as per this link: "Data Recording Modes: -BID_ASK_TRADE_SYNC" will make SC_TS_BIDASKVALUES records available via sc.GetTimeAndSales? It's not the T&S window that interests me. I am really after being able to pull SC_TS_BIDASKVALUES records via ACSIL, one way or another. Thoughts? |