Support Board
Date/Time: Thu, 28 Nov 2024 12:51:35 +0000
Post From: BID_ASK_TRADE_SYNC question
| [2023-05-02 23:02:30] |
| AndyB - Posts: 101 |
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previous support board threads indicate that you changed it so this recording mode would make a new bar every time the bid or ask quantity updated. is there a way to differentiate between whether its a bid or ask update? secondly, is there a way for me to record the actual continuously updated best bid/offer depth? when set to one tick using bid ask bars, there are so many holes in these, when I am seeing the dom and market depth window continuously update. this would be hugely beneficial if i could somehow record this on my own. |