So I can get the last price from tick-by-tick data? And what about question 2) DOM and TimeAndSales is formed from one pre-calculation source?
I am planning to work with Interactive Brokers. Thanks for your thoughts.
Actually, it's gonna be my own trading platform.
I know, but I don't give up :)) I've asked about the last candle because it usually fluctuates accroding to the BID/ASK. For example check this...
Hello folks! Starting with developing my own trading application I have faced up to a couple of questions! 1) How to store streaming market data...
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