Can we get Ask/Bid price at a specific time (detailed to seconds) ?
Do you read any of the other posts on this Forum ?
Please help on building a function like: double BidAtTime (int time)
(where time is the number specified the time, detailed to seconds (example 2012 June 15, 14:28:19).
If you hesitate to help with the complete coding, then just guide me on the algorithm
Description of the idea:
BidAtTime (time) returns Bid price at the time specified.
If no quote at the timespecified, it returns Bid of the last quote
(Ex: No quote at 12:00:18 then return Bid at 12:00:15 when last quote came)
If time specified in market-close-time, returns 0;
Please help on building a function like: double BidAtTime (int time)
(where time is the number specified the time, detailed to seconds (example 2012 June 15, 14:28:19).
If you hesitate to help with the complete coding, then just guide me on the algorithm
Description of the idea:
BidAtTime (time) returns Bid price at the time specified.
If no quote at the timespecified, it returns Bid of the last quote
(Ex: No quote at 12:00:18 then return Bid at 12:00:15 when last quote came)
If time specified in market-close-time, returns 0;