Simple Data Flow Question

[Rla1js]

I just need a little clarification, and can't find the answer to this in the documentation. If it is disccused, I'd appreciate a link.

For an EFS, when a trade arrives, does it carry with it the bid and ask or are these reported separately? It doesn't seem to matter where in my EFS I put getMostRecentBid, getMostRecentAsk and getMostRecentTrade as the results are the same. I'm trying to calculate some variables based on the trade price relative to the current bid and ask and would like to assure myself that the bid and ask were in effect at the time of the trade.

Right now, I have the three statements together, but with getMostRecentTrade as the third statement.

Also, in real time, does getMostRecentTrade = close()?

Since some other vendors do this with eSignal data, I'm thinking there must be some rule of thumb.

Thanks.

[ACM]

RE: Reply to post 'Simple Data Flow Question'

rauthur
getMostRecentBid/Ask [and getMostRecentBid/AskSize] will return the most recent quotes at the time of the trade
Alex

Originally posted by Rla1js
I just need a little clarification, and can't find the answer to this in the documentation. If it is disccused, I'd appreciate a link.

For an EFS, when a trade arrives, does it carry with it the bid and ask or are these reported separately? It doesn't seem to matter where in my EFS I put getMostRecentBid, getMostRecentAsk and getMostRecentTrade as the results are the same. I'm trying to calculate some variables based on the trade price relative to the current bid and ask and would like to assure myself that the bid and ask were in effect at the time of the trade.

Right now, I have the three statements together, but with getMostRecentTrade as the third statement.

Also, in real time, does getMostRecentTrade = close()?

Since some other vendors do this with eSignal data, I'm thinking there must be some rule of thumb.

Thanks.