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Date/Time: Tue, 26 Nov 2024 00:48:41 +0000



Post From: Get bid, ask info each price level of a candle bar

[2024-01-29 20:55:42]
User129860 - Posts: 33
hi John,

Not that one. I want to access to bid, ask info of a candle by each price level programatically. But if it possible to do that with Number bars then it should do.
Ideally I want to run some calculation base on my strategy by reading bid, ask info from high to low of a bar. Example a candle with high= 200 and low=205. tick size is 1. then I want to access to bid, ask on each tick size from 200 to 205. or if ticksize is 0.5 then I want to access bid ask at 200, 200.5, 201..and so on. Is this possible?