Support Board
Date/Time: Sun, 15 Jun 2025 17:09:09 +0000
Post From: Accessing Real Time bid and ask prices in replay - sc.Bid and sc.Ask Discrepancies?
| [2025-06-04 08:00:32] |
| User431178 - Posts: 711 |
|
I believe even with the minimum update interval of 10ms being set for the chart, we will still lose insightful updates that ruin the required structure for our deep-learning model. Yes, that makes sense. Option b., utilizing the time and sales (inc. bid/ask updated), would mean that you can log all the bid ask price changes (if that is all that you need). The T&S data would be processed in batches at each chart update, i.e. all records between the current and previous update, so you would not lose the granularity. |