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Direct MessagesDate/Time: Mon, 20 May 2024 15:42:35 +0000
Post From: Clarification on sc.Ask/sc.Bid in T&S records
| [2016-06-08 17:26:50] |
| ejtrader - Posts: 688 |
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SC Team - Would you please clarify/confirm the following. sc.Ask / sc.Bid / sc.AskSize / sc.BidSize - do these fields represent the depth values just pre-trade or post-trade values? Trying to understand whether the actual traded volume (T&S record) is already factored into these fields(this makes it post-trade) or not(this makes it pre-trade). thanks Date Time Of Last Edit: 2016-06-08 17:32:08
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