Hi all,
I'm trying to request historical ticks data for trades but i also want to see the bid/offer at the time of the trades in order to reconstruct the time and sales. However ib has this in 2 different functions, I've no idea why. Can anyone help with how can I piece info from these two streams together in a way that is identical to the time and sales screen, so the little red and green dots are also constructed.
If this is not possible,? can i live record the market data to recreate this effect? how does tws do it?
thank you for any assistance
Dave
