Ask, Ask Size, Bid, Bid Size fields
-
- Posts: 13
- Joined: 03 Dec 2007
Ask, Ask Size, Bid, Bid Size fields
Quote Manager allows to collect Ask/Bid fields. If I decide to collect Ask/Bid fields for the tick data, is any way I can access this information in backtesting?
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
-
- Posts: 13
- Joined: 03 Dec 2007
I understand. Also will be nice if I can access Bid, Ask in backtesting by keywords (like CurrentBid, Current Ask instead defaulting to Close) if Ask, Bid information is available in database.
I'm not sure why you mimic TS limitiation in this matter. TS database doesn't have Bid, Ask fields available and this is only reason why they defaulting CurrentBid/CurrentASk to Close filed.
I'm not sure why you mimic TS limitiation in this matter. TS database doesn't have Bid, Ask fields available and this is only reason why they defaulting CurrentBid/CurrentASk to Close filed.