Support Board
Date/Time: Sun, 29 Dec 2024 15:27:13 +0000
Post From: Using DTC Server for Data and Trading in Another SC Instance
| [2016-05-03 18:21:27] |
| jesslinn - Posts: 108 |
|
Time and Sales includes quote ticks, independent of trades, which are important for thinly traded instruments and useful for any instrument. For historical data the SC data feed provides the current quote at the time of a trade but not all the quotes in between trades. Isn't the only way to access the complete T&S record is to get it from GetTimeAndSales, and if you want to have it available for backtesting of execution and other strategies to record it in real-time? At one time, I thought that the -ALL symbol suffix was supposed to allow one to record T&S data (including quote records) in the SCID file, but when I tried this before, it did not seem to work. Was it supposed to work? Thanks. |