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Date/Time: Thu, 17 Jun 2021 18:01:36 +0000



ASCIL code for everytime best bid or best ask updates value?

[2021-06-10 16:23:57]
User339484 - Posts: 69 | Ending Date: 2021-07-16
In ninjatrader its called OnMarketDepth (bid/ask/dom update) instead of OnMarketData (time and sales)

I am looking for a code that will give me the:
Time, Best Bid, Best Ask, Bid Quantity, Ask Quantity

Basically every time the best bid or best ask change in value I need to capture that data.
[2021-06-12 16:41:40]
User907968 - Posts: 512 | Ending Date: 2021-12-12
Try looking through the available acsil functions you might find what you need.
For eaxmple https://www.sierrachart.com/index.php?page=doc/ACSIL_Members_Functions.html#scGetTimeAndSales

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