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Date/Time: Fri, 29 Mar 2024 12:30:00 +0000



Carefully count the bid/ask changes?

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[2019-10-15 21:22:57]
T44 - Posts: 363
When the price of the best bid or best offer changes, can a count of this event be made in ASCIL?

Sierra documentation says
sc.BaseData[SC_ASK_PRICE]: This array contains the ask prices at the time of the last trade for each bar. By default, the Bid and Ask prices are only recorded when there is a trade.

Can Sierra Chart be configured to record changes in the inside market independently of whether anything traded? Is this datafeed dependent?

Referring to this thread^1 where users have previously asked for the ability to count price changes, it would be very useful to some of us to carefully count the amount of times that the price of the inside bid and ask change.


1 = Price changes count within bar
Date Time Of Last Edit: 2019-10-15 21:34:30
[2019-10-15 22:07:12]
Sierra Chart Engineering - Posts: 104368
Yes this can be done through the time and sales data:
sc.GetTimeAndSales()

That data contains every bid and ask update at the best level.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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