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.
– 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.
Bid, Ask, RecentTrades=Traded==xAsk, xBid, size filtered, aggregated, cumulative,
easy deltas. (for imbalances, bas, order depth…all that…..)_ [not yet included]..