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Direct MessagesDate/Time: Sun, 19 May 2024 06:58:28 +0000
Post From: scid - intraday format for -ALL
| [2015-03-16 04:38:45] |
| ejtrader - Posts: 688 |
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SC Team - are there any additional fields that are part of "-ALL" related scid files compared to regular scid files? http://www.sierrachart.com/index.php?page=doc/doc_RecordingModes.php#DataRecordingSuffixes Based on the documentation: -ALL The Bid, Ask, and Last trade prices are used. Wondering what fields are the corresponding additional fields compared to regular scid files. PS: This is in reference to the other post - Time & Sales and Historic Bid Ask | Post: 54854 - wanted to see if there is a way to get "bid & ask" sizes(level 1 - best Bid and best Ask) when a trade occurs. Thanks Date Time Of Last Edit: 2015-03-16 04:42:39
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