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Date/Time: Sun, 19 May 2024 13:52:23 +0000



Post From: Bid/Ask Depth Bars Study: Differences Between New (>= 1949) and Old Version

[2019-08-27 16:32:27]
User41727 - Posts: 124
I would assume so, because when running the old version on depth data that was collected by a new SC version, the calculations are correct again, which would suggest that the data required for the old-style calculation is still there. I'm not sure if there is an ACSIL API to access that data. If there is, it should be possible to re-implement the old version ourselves, but I'm hoping that SC might help us out here.