bid and ask data of a bar for each price level

October 9th, 2014, 05:00 PM

Hello,

Now i'm writing my own strategy using Ninjascript. I would like to ask is it possible to get bid and ask data of a bar for each price level? I meach each price level inside one bar.

Thank you in advance!

October 23rd, 2014, 03:48 PM

there is software already with actual trade data in the bar of actual settlement trades at every price , look into orderflow analytics that might be what you are looking for

marty

bid and ask data of a bar for each price level

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bid and ask data of a bar for each price level