Exporting Ask Price
Posted: Tue Feb 26, 2019 11:03 pm
I searched the forum some but I’m still clueless.
I’m interested to export tick data for AmiBroker.
I noticed that the AB tick format is : BidPrice, BidPrice, BidPrice, BidPrice (4 times, a bit of waste, no BidVolume)
I am wondering if there is a way to choose to export ASK tick data instead of BID for AmiBroker ? because I didn’t find the option.
Even better, couldn’t you not reconstitute BID/ASK quotes (+volume) from the BID/ASK downloads ? in order to backtest oerfect entry / exit executions based on real available book.
Thanks for your time!
I’m interested to export tick data for AmiBroker.
I noticed that the AB tick format is : BidPrice, BidPrice, BidPrice, BidPrice (4 times, a bit of waste, no BidVolume)
I am wondering if there is a way to choose to export ASK tick data instead of BID for AmiBroker ? because I didn’t find the option.
Even better, couldn’t you not reconstitute BID/ASK quotes (+volume) from the BID/ASK downloads ? in order to backtest oerfect entry / exit executions based on real available book.
Thanks for your time!