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bid and ask data of a bar for each price level


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  #1 (permalink)
thelera
Moscow, Russia
 
Posts: 1 since Dec 2012
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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!


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  #2 (permalink)
martydd
Billings, MT/USA
 
Posts: 2 since Oct 2014
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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


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