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OneForAll ..prices.. in HighSpeed resolution great for calculating higher timeframes and a one stop shop for what you need.
Based on Pshai\’s HighSpeedPrices returns o, h, l, c, v, a, b, hl, hlc, hlcc, ohlc data arrays with latest ticker data added.Added: ask, bid, hlcc – Weighted Close Price.
OutputIndex 1-7 matches included CurrentPrice: object key order.kO_b 2do:
– log+compare to Indicator price versions i.e. MEDIAN, MED, AVG etc under Technical Analysis commands in HTS.
– check to include MIDPRICE/POINT and rest in VE test
Needs: review by pshai [CHECKED, APPROVED]. Some testing.then
2: HSVolumes..
Bid, Ask, RecentTrades=Traded==xAsk, xBid, size filtered, aggregated, cumulative,
easy deltas. (for imbalances, bas, order depth…all that…..)_ [not yet included]..
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