Ticks in OnTick()

 

Hi,

is there a way to know what was the the last tick that starts to process OnTick - Ask or Bid - except if e.g. Bid != lastBid <= newBid (what if the Bid hasn't changed and was re-sent?)

 
gooly:

Hi,

is there a way to know what was the the last tick that starts to process OnTick - Ask or Bid - except if e.g. Bid != lastBid <= newBid (what if the Bid hasn't changed and was re-sent?)


Usually a new tick means a change in bid and/or a change in ask. Not sure I understood your question.
 
gooly:

Hi,

is there a way to know what was the the last tick that starts to process OnTick - Ask or Bid - except if e.g. Bid != lastBid <= newBid (what if the Bid hasn't changed and was re-sent?)



the volume will change also ...
 

Well I want to show on my chart not only the spread but the gaps between asks (and bids).

Therefore I need to know whether the tick is bid or an ask.

 
Aren't incoming tick usually treated as Bid and Market Watch will use that to calculate Ask?
 

Yes ticks are all bid price, the spread value is used to calculate the ask price.

 

oh - I didn't know that - thanks to all.

Reason: