Bid / Ask functions for Tick Charts

[Gavishti]

Three questions:

1. When I try to use getMostRecentBid() and getMostRecentAsk() the return value is always 0. Is there some secret to getting back a value closer to the real Bid and Ask?

2. Is there an EFS function that will return the Bid/Ask Size?

3. Is there an EFS function to let me know whether the current bar in a Tick chart is a Bid, Ask, or Trade?

[dloomis]

Re: Reply to post 'Bid / Ask functions for Tick Charts'

1. On the weekends the bid/ask size is usually zero
2. nAskSize = getMostRecentAskSize();
3. not sure about this

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[Gavishti]

Thanks. That helped.

The Bid/Ask Size is also 0 on weekends. I used the Tick Replay feature (Tools/Tick Replay) and that gave me the Bid, Ask, Trade Size, and Trade. Still no BidSize or AskSize. I'll try it Sunday afternoon when the CME Minis open.

[dloomis]

Re: Reply to post 'Bid / Ask functions for Tick Charts'

You will see the bids and ask as soon as the market opens tomorrow night,
for sure.

Do you have Chris' efs help file - indispensable for these type issues?

Search for efshelp.chm

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[Gavishti]

I ran the search for efshelp.chm under File Sharing. Couldn't find it. Any ideas on where else I might find it?

[dloomis]

Re: Reply to post 'Bid / Ask functions for Tick Charts'

http://share.esignal.com/groupcontents.jsp?folder=EFS%20Help%20File&groupid=114

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[Gavishti]

Got it. Thanks.

Taking a quick look it has many more functions documented than the standard EFS Help file.

[dloomis]

Re: Reply to post 'Bid / Ask functions for Tick Charts'

I like to think of it as the standard help file

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