How to display average bid and ask
Posted: Jan 10 2013
Hi
How can I display the average between the bid and ask instead of the ask. Also, why are there gaps all over my candlestick charts even in the 5m and 1m timeframes? The open and close of a candle based on time is the exact same moment so they shouldn't vary and the gaps make the chart a lot harder to read in my opinion.
My feed is LMAX if that makes any difference.
Thanks
How can I display the average between the bid and ask instead of the ask. Also, why are there gaps all over my candlestick charts even in the 5m and 1m timeframes? The open and close of a candle based on time is the exact same moment so they shouldn't vary and the gaps make the chart a lot harder to read in my opinion.
My feed is LMAX if that makes any difference.
Thanks