Support Board
Date/Time: Tue, 26 Aug 2025 16:18:06 +0000
Post From: Accessing Real Time bid and ask prices in replay - sc.Bid and sc.Ask Discrepancies?
| [2025-06-02 15:03:15] |
| User431178 - Posts: 765 |
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NOTE: Not support, just another user. What are/could be the limitations of using sc.Bid and sc.Ask to check every single bid and ask price change, I have tried multiple bar periods including 1 Trade index and UpdateAlways settings at minimum, as well as all possible combinations of this and auto-looping (0 and 1).
Unless you data is recorded using BID_ASK_TRADE_SYNC, the data file only has bid/ask prices recorded when a trade occurs. Data Recording Modes: -BID_ASK_TRADE_SYNC Is sc.Bid and sc.Ask based on the raw depth data
No, its' independent of depth data, live comes from the price feed and replay comes from the data file.Trade Simulation: Trade Simulation Accuracy and Bid/Ask Prices During Replays I have attempted to utilise c_ACSILDepthBars to access the best bid and ask prices, but the fact that you have to start at the opposite ends of the order book and there are no other functions to access immediate levels (best levels) has given me a brain aneurysm.
You can access any level directly, you just need to convert the price to tickindex (for which there is a function). ACSIL Interface Members - Historical Market Depth Data (c_ACSILDepthBars): PriceToTickIndex ACSIL Interface Members - Historical Market Depth Data (c_ACSILDepthBars): GetLastAskQuantity ACSIL Interface Members - Historical Market Depth Data (c_ACSILDepthBars): GetLastAskQuantity However, that is probably not going to help you find the best bid/ask prices, although maybe it can work if you are on a 1-Trade chart. Date Time Of Last Edit: 2025-06-02 15:03:23
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