Two questions:
1. How does one access the size data in the $PLAYBACK file? I tried getMostRecentBidSize(), ...AskSize(), ...TradeSize() with the following results.
2. How does one access all of the trades and quotes? The statement I used to dump the data is at the top of my real time section. Presumably it executes on every tick. However, as the data below shows, this is not the case.
Any enlightenment on this subject would be appreciated.
From data dump:
10:50:00 Bid: null @ 10575
10:50:00 Ask: null @ 10576
10:50:00 Trade: -1 @ 10575
10:50:00 OHLC: O:10575, H:10575, L:10575, C:10575
10:50:00 Bid: null @ 10575
10:50:00 Ask: null @ 10576
10:50:00 Trade: -1 @ 10576
10:50:00 OHLC: O:10575, H:10576, L:10575, C:10576
10:50:00 Bid: null @ 10576
10:50:00 Ask: null @ 10577
10:50:00 Trade: -1 @ 10577
10:50:00 OHLC: O:10575, H:10577, L:10575, C:10577
10:50:00 Bid: null @ 10576
10:50:00 Ask: null @ 10577
10:50:00 Trade: -1 @ 10576
10:50:00 OHLC: O:10575, H:10577, L:10575, C:10576
From $PLAYBACK file:
Q,040305,105000,10575,10576,4,10,,
Q,040305,105000,10575,10576,4,7,,
Q,040305,105000,10575,10576,4,7,,
T,040305,105000,10575,1,
Q,040305,105000,10575,10576,3,11,,
Q,040305,105000,10575,10576,4,11,,
Q,040305,105000,10575,10576,4,11,,
T,040305,105000,10575,1,
Q,040305,105000,10575,10576,4,11,,
Q,040305,105000,10575,10576,4,11,,
T,040305,105000,10575,1,
Q,040305,105001,10574,10576,19,14,,
Q,040305,105001,10574,10576,19,13,,
Q,040305,105001,10574,10576,22,13,,
Q,040305,105001,10574,10576,22,10,,
Q,040305,105001,10574,10576,23,10,,
Q,040305,105001,10575,10576,2,10,,
Q,040305,105001,10575,10576,2,10,,
T,040305,105001,10576,10,
Q,040305,105002,10575,10577,5,24,,
Q,040305,105002,10575,10576,5,3,,
Q,040305,105002,10575,10577,5,24,,
Q,040305,105002,10575,10577,10,24,,
Q,040305,105002,10575,10576,10,3,,
Q,040305,105002,10575,10576,12,3,,
Q,040305,105002,10575,10576,13,3,,
Q,040305,105002,10575,10576,14,3,,
Q,040305,105002,10575,10576,18,3,,
Q,040305,105003,10575,10577,18,20,,
Q,040305,105003,10575,10577,19,20,,
Q,040305,105003,10575,10577,29,20,,
Q,040305,105003,10576,10577,2,20,,
Q,040305,105003,10576,10577,6,20,,
Q,040305,105003,10576,10577,6,15,,
Q,040305,105003,10576,10577,6,15,,
T,040305,105003,10577,1,
Q,040305,105003,10576,10577,9,14,,
Q,040305,105003,10576,10577,13,14,,
Q,040305,105003,10576,10577,13,14,,
T,040305,105003,10577,1,
Q,040305,105004,10576,10577,13,14,,
Q,040305,105004,10576,10577,14,14,,
Q,040305,105004,10576,10577,14,4,,
Q,040305,105004,10576,10577,13,4,,
Q,040305,105004,10576,10577,11,4,,
Q,040305,105004,10576,10577,11,2,,
Q,040305,105004,10576,10577,7,2,,
Q,040305,105004,10576,10577,13,5,,
Q,040305,105004,10576,10577,13,4,,
Q,040305,105004,10576,10577,12,4,,
Q,040305,105004,10576,10577,14,4,,
Q,040305,105005,10576,10577,18,4,,
Q,040305,105005,10576,10577,9,1,,
Q,040305,105005,10576,10577,9,1,,
T,040305,105005,10576,1,
1. How does one access the size data in the $PLAYBACK file? I tried getMostRecentBidSize(), ...AskSize(), ...TradeSize() with the following results.
2. How does one access all of the trades and quotes? The statement I used to dump the data is at the top of my real time section. Presumably it executes on every tick. However, as the data below shows, this is not the case.
Any enlightenment on this subject would be appreciated.
From data dump:
10:50:00 Bid: null @ 10575
10:50:00 Ask: null @ 10576
10:50:00 Trade: -1 @ 10575
10:50:00 OHLC: O:10575, H:10575, L:10575, C:10575
10:50:00 Bid: null @ 10575
10:50:00 Ask: null @ 10576
10:50:00 Trade: -1 @ 10576
10:50:00 OHLC: O:10575, H:10576, L:10575, C:10576
10:50:00 Bid: null @ 10576
10:50:00 Ask: null @ 10577
10:50:00 Trade: -1 @ 10577
10:50:00 OHLC: O:10575, H:10577, L:10575, C:10577
10:50:00 Bid: null @ 10576
10:50:00 Ask: null @ 10577
10:50:00 Trade: -1 @ 10576
10:50:00 OHLC: O:10575, H:10577, L:10575, C:10576
From $PLAYBACK file:
Q,040305,105000,10575,10576,4,10,,
Q,040305,105000,10575,10576,4,7,,
Q,040305,105000,10575,10576,4,7,,
T,040305,105000,10575,1,
Q,040305,105000,10575,10576,3,11,,
Q,040305,105000,10575,10576,4,11,,
Q,040305,105000,10575,10576,4,11,,
T,040305,105000,10575,1,
Q,040305,105000,10575,10576,4,11,,
Q,040305,105000,10575,10576,4,11,,
T,040305,105000,10575,1,
Q,040305,105001,10574,10576,19,14,,
Q,040305,105001,10574,10576,19,13,,
Q,040305,105001,10574,10576,22,13,,
Q,040305,105001,10574,10576,22,10,,
Q,040305,105001,10574,10576,23,10,,
Q,040305,105001,10575,10576,2,10,,
Q,040305,105001,10575,10576,2,10,,
T,040305,105001,10576,10,
Q,040305,105002,10575,10577,5,24,,
Q,040305,105002,10575,10576,5,3,,
Q,040305,105002,10575,10577,5,24,,
Q,040305,105002,10575,10577,10,24,,
Q,040305,105002,10575,10576,10,3,,
Q,040305,105002,10575,10576,12,3,,
Q,040305,105002,10575,10576,13,3,,
Q,040305,105002,10575,10576,14,3,,
Q,040305,105002,10575,10576,18,3,,
Q,040305,105003,10575,10577,18,20,,
Q,040305,105003,10575,10577,19,20,,
Q,040305,105003,10575,10577,29,20,,
Q,040305,105003,10576,10577,2,20,,
Q,040305,105003,10576,10577,6,20,,
Q,040305,105003,10576,10577,6,15,,
Q,040305,105003,10576,10577,6,15,,
T,040305,105003,10577,1,
Q,040305,105003,10576,10577,9,14,,
Q,040305,105003,10576,10577,13,14,,
Q,040305,105003,10576,10577,13,14,,
T,040305,105003,10577,1,
Q,040305,105004,10576,10577,13,14,,
Q,040305,105004,10576,10577,14,14,,
Q,040305,105004,10576,10577,14,4,,
Q,040305,105004,10576,10577,13,4,,
Q,040305,105004,10576,10577,11,4,,
Q,040305,105004,10576,10577,11,2,,
Q,040305,105004,10576,10577,7,2,,
Q,040305,105004,10576,10577,13,5,,
Q,040305,105004,10576,10577,13,4,,
Q,040305,105004,10576,10577,12,4,,
Q,040305,105004,10576,10577,14,4,,
Q,040305,105005,10576,10577,18,4,,
Q,040305,105005,10576,10577,9,1,,
Q,040305,105005,10576,10577,9,1,,
T,040305,105005,10576,1,
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