Author |
Topic: Get Last Tick (2 messages, Page 1 of 1) |
||||
---|---|---|---|---|---|
Moderators: VPfau | |||||
MVenè Posts: 4 Joined: Apr 08, 2019 |
I Need to receive the last available Bid/Ask prices of a security, futures option in my case.
In order to achieve this goal I request Tick data: MyID = Client.Subscriptions.Ticks.Subscribe(MyContract.ID, Client.Subscriptions.Ticks.Duration.Create(1)).ID; I assume that Client.Subscriptions.Ticks.Duration.Create(1) means the last available tick.This kinda works because I get some prices, but this price is not the last Bid/Ask quote. Probably I'm doing something wrong. Any Suggestion? |
||||
CMicciche902 Posts: 367 Joined: |
There is no bid or ask for Tick. Tick is a trade and offers a price. A Quote will provide: Bid/Ask/Last/etc.
See https://gainfutures.com/GFAPI/?topic=html/4e2865e8-7ac9-457e-8d5a-6d930f3408a8.htm Chris M
|
||||