| API Support » OnPriceChanged bid ask information Sep 05, 2007 @ 10:17 AM (Total replies: 3) | |||||
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Thanks for the quick reply. That is the direction I was currently looking at. How would you recommend recording bid/ask history in my application. Would recording the time stamp during the OnPriceTick event be sufficient ? I would prefer the time stamps coming from the server and not me creating my own cause there could definitely be discrepancies in that. My other option would be to record bid/ask history through the OnDomChanged event but I would have to create my own timestamps. |
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| API Support » OnPriceChanged bid ask information Sep 04, 2007 @ 07:15 PM (Total replies: 3) | |||||
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Hi, I am handling the OnPriceChanged event in my application and have a question about the meaning of the data I am receiving. When I examine the Price class received on the OnPriceChanged event I can see the last traded price as well as bid ask information. The question is would it be safe to assume that when the trade took place the bid and ask prices were the ones in the Price class ? Is it maybe that the bid and ask prices are the current prices which are quite possibly different from the bid and ask prices when the trade took place. If so is there any way to find out what was the bid and ask price when a trade took place ? Thanks, Dimitris |
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