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In experimenting with intraday data (in the standard edition with IB
data) I was wondering: is there a reason why I cannot capture the bid
and ask as part of the datafeed, e.g. to:
- Plot bid/ask ?
- Use bid/ask in indicators ?
Further to this:
In my case I wanted to use an option's bid and ask in an attempt
to plot intraday implied volatilities. Are there option traders
familiar with this, perhaps outside AB?
Thanks as always,
-treliff
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