Is there a way to obtain and use Bid and Ask information for common stocks in a TradeStation strategy?
Nobody with recent experience is answering so I will tell you what I recall from a year ago. You could get Bid/Ask in realtime but you could not get history for backtesting.
InsideBid and InsideAsk keywords. But its not the same as what you see in time & sales ( I asked this question to a tradestation rep in last NY trading expo and he said that the T&S data and insideask/insidebid data come from two different data feeds ). I hope I answered your question.