Hello,
If I refer to Open[] time series, does it have Bid or Ask prices in it??
Also, how do I determine if a tick is the first tick of the bar (I think I want to compare its price (bid or ask?) with the Open[0]).
Thank you.
If I refer to Open[] time series, does it have Bid or Ask prices in it??
Also, how do I determine if a tick is the first tick of the bar (I think I want to compare its price (bid or ask?) with the Open[0]).
Thank you.