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Tick replay getMostRecentBidSize()

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  • Tick replay getMostRecentBidSize()

    In tick replay mode, bid and ask sizes don't appear to work, even though quotes are downloaded as well as tick/trades. Could you fix this so that it does work, please? Isn't the information in the tick download file?

    var bid= getMostRecentBidSize(); // bid size
    var ask=getMostRecentAskSize(); // ask size
    var bidPrc=getMostRecentBid();
    var askPrc=getMostRecentAsk();
    debugPrintln("bid:"+bid+"@"+bidPrc+
    " / ask:"+ask+"@"+askPrc);


    In the code above, bid and ask sizes appear to be null while in tick replay mode.

  • #2
    Hello bfry,

    getMostRecent*** functions are not available on a historical basis or through tick replay. They only return valid data in real time only.
    Jason K.
    Project Manager
    eSignal - an Interactive Data company

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