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Date/Time: Mon, 06 May 2024 16:22:12 +0000



Post From: How to access historical bid/ask prices tick by tick in custom bars

[2018-04-09 07:26:48]
Perseus - Posts: 30
I am attempting to access historical bid/ask prices using the new custom bars features in SC. I am using ChartBarInterface.NewFileRecord.GetAskPrice() for ask price (and the corresponding bid price) but not getting the result I am expecting. Is this the correct way to access historical bid/ask prices in custom bar code? If not then what is the correct way to do it?

Are the new custom bar features documented somewhere (besides the examples file in ACS_Source)?

Thanks.