Find the most recent tick with timestamp earlier or equal to the timestamp of the order placement acknowledgement transaction. Price of this tick shall be provided as ArrivalAskPx or ArrivalBidPx, depending on the tick type. Then,
ArrivalMidPx = (ArrivalAskPx + ArrivalBidPx) / 2
Arrival Ask Price parameters
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Parameter |
Description |
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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. |
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MarkIt |
Opens Specify Conditions window. |
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GW Account ID |
Account identifier. |
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Place Order GUID |
Order identifier. |