Could someone please clarify what happens in the following situation?
The current Bid has only 20 lots at say 866.00 which are taken in a single order.
The next OnBarUpdate processes this.
As that happens will GetCurrentBid() return the just taken Bid of 866.00 or the new Bid of 865.75?
I realise that I could get the Bid data via OnMarketData however as OMD and OBU dont always match (there is an intermitent 1 tick lag) it is possible when doing Bid/Ask analysis to apply OMD data incorrectly within the OBU portion of the indicator.
Thanks
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