Support Board
Date/Time: Tue, 26 Aug 2025 09:13:10 +0000
Post From: Cumulative Bid/Ask Volume - How to ignore ticks with no new volume
| [2025-07-26 19:46:52] |
| mastadom - Posts: 20 |
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Hi SC team, I'm using sc.GetRecentAskVolumeAtPrice(sc.LastTradePrice) to calculate a cumulative recent ask volume... but, calling that function on each tick will result in over-counting, since the last traded price could be in the past. What is a good way to call that function for each tick and get 0 returned when there hasn't been a new trade at a particular price? Or, a way to only call that function when an actual trade occurs? Thanks! Date Time Of Last Edit: 2025-07-26 19:48:51
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