I would like to clarify how getMostRecentAsk works.
Suppose that I open a 100 tick chart of the ES Z3 contract. As the chart is drawn, the histroric data is being read. During this time will getMostRecentAsk return the value of each historic tick in each bar?
This would effectively let me use getMostRecentAsk and getMostRecentBid to replay the time and sales data from the history servers.
Or, will getMostRecentAsk wait for the chart to be drawn from the historic data and then start to return values for each new tick?
This would not let me use the time and sales data to backtest my trading system.
Thanks
Pawnbroker
Suppose that I open a 100 tick chart of the ES Z3 contract. As the chart is drawn, the histroric data is being read. During this time will getMostRecentAsk return the value of each historic tick in each bar?
This would effectively let me use getMostRecentAsk and getMostRecentBid to replay the time and sales data from the history servers.
Or, will getMostRecentAsk wait for the chart to be drawn from the historic data and then start to return values for each new tick?
This would not let me use the time and sales data to backtest my trading system.
Thanks
Pawnbroker
Comment