Support Board
Date/Time: Mon, 15 Sep 2025 04:38:31 +0000
Post From: Write 1 trade bar data to file with Bid/Ask size at time of sale
| [2021-06-10 16:54:42] |
| User339484 - Posts: 71 |
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IS THERE NO WAY TO GET A VALUE OF THE BEST BID AND BEST ASK AT TIME OF EACH TRADE? MARKET DEPTH BARS OLD VS NEW VS TIME AND SALES ALL SHOW DIFFERENT BEST BID/ASK QUANITITY |