Support Board
Date/Time: Fri, 27 Dec 2024 01:56:21 +0000
Post From: Live data versus replay data problem
| [2016-02-17 10:52:54] |
| User55519 - Posts: 37 |
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You guys are awesome! Thanks for the timely and in depth responses, as always. I'll see what I can work out from here. I'm not sure what doesn't make sense about the question though, it's extremely simple: Where does the "last" price come from in the intraday data records, or rather, how could that be accessed from the data feed in real time by ACSIL? I'm asking for access to the 'last' price, and you are pointing me to Time and Sales, which provides 4 sets of data, but you are also saying that none of those are the 'last' price that is stored for intraday data: SC_TS_MARKER // Indicates a gap in the time and sales data SC_TS_BID // Trade is considered to have occurred at Bid price or lower SC_TS_ASK // Trade is considered to have occurred at Ask price or higher SC_TS_BIDASKVALUES // Bid and Ask quote data update It seems like an easy question, not sure if I'm missing something else. |