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Date/Time: Mon, 29 Apr 2024 00:32:30 +0000



Post From: Carefully count the bid/ask changes?

[2019-10-15 21:22:57]
T44 - Posts: 363
When the price of the best bid or best offer changes, can a count of this event be made in ASCIL?

Sierra documentation says
sc.BaseData[SC_ASK_PRICE]: This array contains the ask prices at the time of the last trade for each bar. By default, the Bid and Ask prices are only recorded when there is a trade.

Can Sierra Chart be configured to record changes in the inside market independently of whether anything traded? Is this datafeed dependent?

Referring to this thread^1 where users have previously asked for the ability to count price changes, it would be very useful to some of us to carefully count the amount of times that the price of the inside bid and ask change.


1 = Price changes count within bar
Date Time Of Last Edit: 2019-10-15 21:34:30