Support Board
Date/Time: Wed, 01 Apr 2026 00:43:45 +0000
Post From: New primary data/trading machine
| [2026-02-11 17:27:04] |
| fortunecookie - Posts: 10 |
|
Quick question, what depth does the price index = 100.0 correspond to? Is it top of book bid or ask or last when looking at a bar? Perhaps not the right section, but would really appreciate any help. Could not find the info in ACSIL Interface Members - Historical Market Depth Data (c_ACSILDepthBars): TickIndexToPrice |