I found something strange. On historical data GetCurrentAsk is wrong. As it says on the reference: "Note: When accessed during a historical backtest, the close price of the evaluated bar is subsituted."
This happens since monday. On real time it works
UG Day: 20110916 Time: 163244 GetCurrentAsk: 17.77 Close: 18.43
UG Day: 20110916 Time: 163302 GetCurrentAsk: 17.77 Close: 18.44
UG Day: 20110916 Time: 163353 GetCurrentAsk: 17.77 Close: 18.47
UG Day: 20110916 Time: 163355 GetCurrentAsk: 17.77 Close: 18.47
UG Day: 20110916 Time: 163356 GetCurrentAsk: 17.77 Close: 18.48
UG Day: 20110916 Time: 163407 GetCurrentAsk: 17.77 Close: 18.51
UG Day: 20110916 Time: 163408 GetCurrentAsk: 17.77 Close: 18.51
UG Day: 20110916 Time: 163409 GetCurrentAsk: 17.77 Close: 18.52
UG Day: 20110916 Time: 163413 GetCurrentAsk: 17.77 Close: 18.51
UG Day: 20110916 Time: 163417 GetCurrentAsk: 17.77 Close: 18.52
UG Day: 20110916 Time: 163444 GetCurrentAsk: 17.77 Close: 18.52
UG Day: 20110916 Time: 163451 GetCurrentAsk: 17.77 Close: 18.52
UG Day: 20110916 Time: 163455 GetCurrentAsk: 17.77 Close: 18.52
UG Day: 20110916 Time: 163458 GetCurrentAsk: 17.77 Close: 18.54
UG Day: 20110916 Time: 163549 GetCurrentAsk: 17.77 Close: 18.52
UG Day: 20110916 Time: 163553 GetCurrentAsk: 17.77 Close: 18.5
UG Day: 20110916 Time: 163554 GetCurrentAsk: 17.77 Close: 18.52
UG Day: 20110916 Time: 163559 GetCurrentAsk: 17.77 Close: 18.5
UG Day: 20110916 Time: 163604 GetCurrentAsk: 17.77 Close: 18.5
UG Day: 20110916 Time: 163608 GetCurrentAsk: 17.77 Close: 18.51
UG Day: 20110916 Time: 163626 GetCurrentAsk: 17.77 Close: 18.48
UG Day: 20110916 Time: 163629 GetCurrentAsk: 17.77 Close: 18.48
UG Day: 20110916 Time: 163735 GetCurrentAsk: 17.77 Close: 18.45
UG Day: 20110916 Time: 163737 GetCurrentAsk: 17.77 Close: 18.46
UG Day: 20110916 Time: 163739 GetCurrentAsk: 17.77 Close: 18.45
UG Day: 20110916 Time: 163744 GetCurrentAsk: 17.77 Close: 18.46
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