It is done in realtime where bid and ask are updated automatically. 

Point is that you need to use DDE plugin and for that you need to 
configure a (new) database.

AB has no "price arrays" available to store bid and ask, only to 
store Last. (Therefore GetRTData gives you only the last value: 
previous values are not stored.)

The method I describe creates MSFT_bid, MSFT_ask etc. as if these 
were a separate tickers, so where you'd normally store Last, you now 
store Bid or Ask.

There was another thread on DDE/Excel linking:

http://finance.groups.yahoo.com/group/amibroker/message/94651

As said, it is a cumbersome method, only to be used if you 
desperately want bid/ask history.

Hope this helps, feel free to ask.

-treliff

--- In [email protected], C W <[EMAIL PROTECTED]> wrote:
>
> I read the posting and it seems you have to create a database for 
it. Can this be done in realtime where these bid and ask prices will 
be updated automatically? Can you please clarify how this can be done?
>    
>   Thanks.
> 
> treliff <[EMAIL PROTECTED]> wrote:
>           I've been doing it this way for 2 years now and afaik 
it's still the 
> only way. Very cumbersome but it works:
> 
> http://finance.groups.yahoo.com/group/amibroker/message/76038
> 
> -treliff
> 
> --- In [email protected], "chwinc2000" <chwinc2000@> wrote:
> >
> > Hi All,
> > 
> > When using getRTDATA() function to retrieve Bid and Ask prices. 
Is 
> > there any way for these to be retrieved into a OHLC format? So I 
can 
> > create a 20 period EMA of the BID or ASK.
> > 
> > Thanks.
> >
> 
> 
> 
>          
> 
>  
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