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Date/Time: Mon, 30 Jun 2025 17:34:55 +0000

ASCIL code for everytime best bid or best ask updates value?

[2021-06-10 16:23:57] #1 [Go To First Post]
User339484 - Posts: 71
In ninjatrader its called OnMarketDepth (bid/ask/dom update) instead of OnMarketData (time and sales) I am looking for a code that will give me the: Time, Best Bid, Best Ask, Bid Quantity, Ask Quantity Basically every time the best bid or best ask change in value I need to capture that data.

[2021-06-12 16:41:40] #2 [Go To First Post]
User907968 - Posts: 840
Try looking through the available acsil functions you might find what you need. For eaxmple ACSIL Interface Members - Functions: sc.GetTimeAndSales()

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