Spreads

 
Slawa,

is it possible to retrive the spreads, the same way price and volume data are retrived from the history ?

The broker has historical data saved in its server, but no spread info is available.. many brokers widen their spreads during news time...

which is strange, because there is a high correlation between volume and ATR.

anyway, is it possible?
 
Sorry. Spread values aren't saved