Support Board
Date/Time: Wed, 27 Nov 2024 08:41:19 +0000
Exporting Historical Bid and Ask values?
View Count: 296
| [2023-08-30 09:39:52] |
| User61168 - Posts: 403 |
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Hi, Is there a way to export the actual (not simulated) Bid and Ask values from intraday (and Historical) data files? I am not seeing these values printed via Edit>Export Intraday data to Text File. I am trying to analyze the Max number of ticks in Bid/Ask Spread during volatile times. I really hope there is a way to do this in Sierra Chart. Date Time Of Last Edit: 2023-08-30 09:40:31
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| [2023-08-30 14:37:04] |
| John - SC Support - Posts: 36309 |
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This specific information does not exist as information that is stored. What you need to do is to add the "Bid and Ask Prices" study to a chart. This will give the price of the Bid and Ask at the Last trade for each bar. Adjust your Bar Period to give you more granularity. Refer to the following: Bid & Ask Prices For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-08-30 14:37:17
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| [2023-08-30 18:11:55] |
| User61168 - Posts: 403 |
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Thanks John. Good tip to use this study on a 1 Trade per Bar chart type to get historical bid/ask prices.
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