Find the most recent tick with timestamp earlier or equal to the timestamp of the order’s last fill transaction. Price of this tick is provided as TerminalAskPx or TerminalBidPx, depending on the tick type. Then,
TerminalMidPx = (TerminalAskPx + TerminalBidPx) / 2
Terminal Mid Price parameters
|
Parameter |
Description |
|
Display |
Opens sub-window to set parameters •Color = Line color. •Weight = Line thickness. •Display = Line style: line or histogram. •Text color = Color of order ID text. |
|
MarkIt |
Opens Specify Conditions window. |
|
GW Account ID |
Account identifier. |
|
Place Order GUID |
Order identifier. |