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Date/Time: Sun, 22 Dec 2024 04:58:46 +0000



Post From: scid - intraday format for -ALL

[2015-03-16 04:38:45]
ejtrader - Posts: 688
SC Team - are there any additional fields that are part of "-ALL" related scid files compared to regular scid files?

http://www.sierrachart.com/index.php?page=doc/doc_RecordingModes.php#DataRecordingSuffixes

Based on the documentation:
-ALL
The Bid, Ask, and Last trade prices are used.


Wondering what fields are the corresponding additional fields compared to regular scid files.

PS: This is in reference to the other post - Time & Sales and Historic Bid Ask | Post: 54854 - wanted to see if there is a way to get "bid & ask" sizes(level 1 - best Bid and best Ask) when a trade occurs.

Thanks
Date Time Of Last Edit: 2015-03-16 04:42:39