Support Board
Date/Time: Fri, 29 Mar 2024 00:22:32 +0000
Post From: Bid and Ask Depth Bars (1950) showing spikes and incorrect values
[2019-07-22 20:38:12] |
User132748 - Posts: 159 |
What is the basis of this post
Depthbars T&S snapshots issue is clear now thank you. But could you confirm if T&S data structure contains ALL depth changes so they can be read when s_TimeAndSales::Type is set to SC_TS_BIDASKVALUES then reading s_TimeAndSales::TotalBidDepth and s_TimeAndSales::TotalAskDepth? Thank you |