Getting bid-ask data from external source
Author: innertrader
Creation Date: 6/21/2018 3:58 AM
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innertrader

#1
Do you know of any WLP code that can get symbol quotes from external sources? I would like to see what can be done to better estimate market pricing at execution using bid-ask information in real time.
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Eugene

#2
Are you sure the world needs yet another discussion spanned on this question? ;) Is there really a point if searching the forum for "bid" returns this informatory thread:

Is ETF Bid / Ask data available in WL ?

P.S. You can't count on the Yahoo! code inside that thread anymore due to a breaking change they made. However, the Fidelity demo code may still be functional.
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innertrader

#3
Yes, Eugene, this one is spot on. Great work done there. Thank you. I'm testing now.
I did search forum but apparently missed that one for some reason. Sorry.
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