I've been doing it this way for 2 years now and afaik it's still the
only way. Very cumbersome but it works:
http://finance.groups.yahoo.com/group/amibroker/message/76038-treliff
--- In
amibroker@xxxxxxxxxps.com, "chwinc2000" <chwinc2000@
...> wrote:
>
> Hi All,
>
> When using getRTDATA() function to retrieve Bid and Ask prices. Is
> there any way for these to be retrieved into a OHLC format? So I can
> create a 20 period EMA of the BID or ASK.
>
> Thanks.
>