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.
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.
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