MarketSeries Values
MarketSeries Values
29 May 2015, 12:39
More elaborate MarketSeries options that aren't just based on the bid price.
Currently MarketSeries.Open/High/Low/Close are all based on the bid price. I would like to see MarketSeries.BidOpen/BidHigh/BidLow/BidClose or maybe a mid option as well so we don't have to calculate it by subtracting Symbol.Spread/2
See the discussion here about why this is a big issue:
/forum/cbot-support/4617
Replies
Spotware
10 Jun 2015, 14:40
Dear Trader,
Thank you for your suggestion. We will consider adding ask market series and mid market series.
Additionally you can post your ideas/suggestions to http://vote.spotware.com/
@Spotware
Gman89
01 Jun 2015, 15:05
Any workaround for this in the mean time? The only way I can calculate Ask OHLC is if I calculate my own bars from data via OnTick() by adding Symbol.Spread to LastValue.
@Gman89