Bid vs Ask Flag - Githubissues

giuse88 / duka

duka - Dukascopy historical data downloader

http://giuse88.github.io/duka

MIT License

302 stars 135 forks source link

Bid vs Ask Flag #26

Open StuartFarmer opened 7 years ago

StuartFarmer commented 7 years ago

There should be a flag to indicate bid and ask downloads like on the online tool.

carlitoselmago commented 5 years ago

Regarding this, I'm assuming the candles you get from duka are based on bid price right? Not a median on both bid/ask Can someone confirm this? it is not very clear.

Tyronnosaurus commented 3 years ago

Rather than the code, I've checked outputs in both formats (ticks and candles) for the same timeframe. Candles seem to be computed from ask prices exclusively.