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Direct MessagesDate/Time: Tue, 16 Apr 2024 16:09:01 +0000
bid / ask quites in replay
View Count: 1141
| [2014-03-29 20:21:07] |
| onnb - Posts: 660 |
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hi - just to confirm a couple of things. 1. Using sc.Bid / sc.Ask returns the bid/ask prices as I see them in the "current quote" window - right? 2. When running replay with historical data, the bid/ask from above is showing/returning values of the last traded price (the last tick). The historical data using SC FXCM doesn't have quotes in it - right? |
| [2014-03-29 21:06:16] |
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1. Yes. 2. During a replay the Bid and Ask are calculated from the last trade price using a certain algorithm. They will always will be 1 tick apart. The historical data does not contain the actual bid and ask prices but we are going to be adding this capability soon. 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 |
| [2014-03-29 21:07:54] |
| onnb - Posts: 660 |
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The historical data does not contain the actual bid and ask prices but we are going to be adding this capability soon. Do you expect this in the next couple of months? |
| [2014-03-30 02:22:19] |
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Yes. As long as we do not get busy with something else unexpectedly. Lately other high-priority items have been getting in our way preventing us from completing certain tasks.
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 Date Time Of Last Edit: 2014-03-30 02:22:55
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| [2014-04-07 13:24:47] |
| User92899 - Posts: 72 |
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Hi - Colin here from Project X etc. My client has asked to use Bid/Ask on our study, but without being able to backtest I advised him to wait. Any further thoughts on when this option may be available to us? Date Time Of Last Edit: 2014-04-07 16:36:38
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| [2014-04-07 16:37:17] |
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We cannot help with custom studies because we are not familiar with them. And we do not know exactly what is meant by "use bid/ask on our study". So we really are not sure what is being asked here . 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 Date Time Of Last Edit: 2014-04-07 16:37:31
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| [2014-04-07 21:43:15] |
| User92899 - Posts: 72 |
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Ah - I take it you don't see the preceding thread I thought I was commenting on - I will email you then.
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