How to get bid and ask prices seperately from ProtoOAGetTrendbarsReq?

Created at 06 Jul 2023, 23:34
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vandenberghinc

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Joined 06.07.2023

How to get bid and ask prices seperately from ProtoOAGetTrendbarsReq?
06 Jul 2023, 23:34

How can i get seperate bid and ask prices from ProtoOAGetTrendbarsReq? So the bid prices open, high, low close. And the ask prices open, high, low, close. I found that the prices are based on the bid prices.

For my backtesting I require the bid and ask prices for the spread calculations.

@vandenberghinc
Replies

PanagiotisChar
08 Jul 2023, 08:11

Hi there,

It is not possible to get trendbars based on ask prices. If you need to backtest, you should base your backtesting on tick data instead.

Aieden Technologies

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@PanagiotisChar
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