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Date/Time: Fri, 29 Mar 2024 01:47:55 +0000



Post From: Historical SC/IB Backfill Question

[2019-01-11 22:47:57]
Sierra Chart Engineering - Posts: 104368
The Sierra Chart historical data does record at each trade the bid and ask prices so you could use this study to see them:
Bid & Ask Prices

But not more often than each trade.

And then you can calculate the average with this study:
Study Subgraphs Average

For more information, refer to:
Using the Basic Arithmetic Studies
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2019-01-11 22:48:53