Date/Time: Thu, 17 Jun 2021 18:01:36 +0000
ASCIL code for everytime best bid or best ask updates value?
|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.
|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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