bid ask last tick data RAW

Antonma
06 Jul 2014, 21:30

RE:

akent813 said:

hello, I was wondering, do you guys know if there is a means to extract raw data from ctrader, so that one can identify the details specific to bid/ask/last pricing... im seeking something along these lines... please observer the below sample...

 

20130501000000,1.55358,1.55371
20130501000000,1.55357,1.55369
20130501000000,1.55353,1.55367
20130501000000,1.55349,1.55367
20130501000000,1.55349,1.55367
20130501000001,1.55348,1.55367
20130501000001,1.55348,1.55366
20130501000001,1.55347,1.55362
20130501000001,1.55344,1.55363
20130501000002,1.55348,1.55364
20130501000002,1.55348,1.55364
20130501000004,1.55348,1.55363
20130501000006,1.55348,1.55363
20130501000007,1.55344,1.55362
20130501000008,1.55344,1.55362
20130501000010,1.55344,1.55364
20130501000012,1.55344,1.55364
20130501000013,1.55344,1.55363
20130501000025,1.55344,1.5536

 

I have found the following link relative to one persons attempt to extract this type of content via marketdepth.update

 

/forum/cbot-support/2971

 

not sure if this is a reasonable approach.. it sounds to me more of a work around, I was hoping to access a direct feed and store in a file / db etc?

 

Thanks in advance.

 

 

Hi,

if you just want to have the tick data without the bid and ask volume (not tick count) you can use  MarketSeries and Symbol.

In OnTick event you can access the tickdata with symbol ask and bid and then add to the db or csv file. I do it like this:

protected override void OnTick()
 {
    // Put your core logic here
    //Custom List<> with custom class TickData
    MyTickDataList.Add(new TickData());

    MyTickDataList.Last().Close = MarketSeries.Close.LastValue;
    MyTickDataList.Last().High = MarketSeries.High.LastValue;
    MyTickDataList.Last().Low = MarketSeries.Low.LastValue;            
    MyTickDataList.Last().Open = MarketSeries.Open.LastValue;
    MyTickDataList.Last().OpenTime = MarketSeries.OpenTime.LastValue;                    
    MyTickDataList.Last().TimeStamp = Server.Time.ToFileTimeUtc();

    MyTickDataList.Last().Ask = Symbol.Ask;
    MyTickDataList.Last().Bid = Symbol.Bid;
    ...
   //save data
}

Regards,

Anton