Support Board

Date/Time: Wed, 01 May 2024 15:15:16 +0000

Post From: Automated Strategy/Study - Processing Each Tick Considerations

[2018-06-18 20:22:50] Link To Thread - Link To Post [Go To First Post]
User109179 - Posts: 5
To access individual trades and bid/ask updates in between calls into the study function, use the following functions: sc.GetTimeAndSales Is there a similar function to GetTimeAndSales providing access to all the bid / ask updates for the entire depth? It appears to only be the level 1 updates. c_ACSILDepthBars This looks like it wraps the level2 updates and provides some stats on each bar but doesn't gives access to all the updates.