Support Board
Date/Time: Sun, 15 Jun 2025 16:51:52 +0000
Post From: Accessing Real Time bid and ask prices in replay - sc.Bid and sc.Ask Discrepancies?
| [2025-06-02 16:35:58] |
| User431178 - Posts: 711 |
|
Do you know if there is any way to access these bid and ask prices as defined above in real time when the feed is live and not reading from the depth files in the data folder? For real-time you can: a. Check sc.Ask and sc.Bid directly, AFAIK these values are transmitted as part of the market data update message into Sierra Chart. The limitation here being that you are seeing snap-shots at the frequency of the chart update interval. b. Read from the time and sales data, when running live this had trades and bid/ask price updates as separate records, so you can see all updates in-between the chart updates. ACSIL Interface Members - Functions: sc.GetTimeAndSales() c. Read the live market depth data, as you suggest, wih the same limitation as a. (if that is even a problem for you). At level index zero, for each of ask and bid, that would give you the price/order quantity. Did you already try option a. with live data and run into problems? |