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I ran across this while searching for information. If we use getMostRecentTrade, the need to look for quotes is not important. Right?
Also, if we're processing in real time, and assuming that each tick is processed by an efs program, then is getMostRecentTrade() and close() the same thing? The close() function basically returns the value of the current tick when used real time, but would also have to then check for quotes versus trades?
Thanks.
Bob
Also, if we're processing in real time, and assuming that each tick is processed by an efs program, then is getMostRecentTrade() and close() the same thing? The close() function basically returns the value of the current tick when used real time, but would also have to then check for quotes versus trades?
Thanks.
Bob
Originally posted by JasonK
Hello bfry,
Well, I thought we might need to make some adjustments. So here it is. The modification below seems to be working now. I also added a check for a bar index of 0 just to speed up the loading process a bit. If you want to collect the historical data for the current day, just take out that first line of code in main.
Hello bfry,
Well, I thought we might need to make some adjustments. So here it is. The modification below seems to be working now. I also added a check for a bar index of 0 just to speed up the loading process a bit. If you want to collect the historical data for the current day, just take out that first line of code in main.
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