Support Board
Date/Time: Fri, 13 Mar 2026 18:50:51 +0000
Post From: Extracting Tick Data/Coding for ASCIL
| [2026-03-13 13:18:38] |
| User101591 - Posts: 6 |
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Hello - I'm trying to extract tick data for a custom delta calculation/indicator I'm making. I have the right denali feed and confirmed the data is coming through. However, I can't figure out the code to extract that data. As an example, I have Numbers Bars with bid/ask data visible, but VolumeAtPriceForBars returns 0 price levels. How do I access tick-by-tick delta within each bar programmatically? Is that possible? Thanks in advance for anyone who can help!
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