I asked IB about this and they said the following:
"Advancing issues value is corresponded to bid price
Declining Issues value is corresponded to ask price
Unchanged Issues value is corresponded to bid size"
I wrote an indicator to pull the values out of these fields and plot them which worked in real-time but if I refresh the chart, the values from bid/ask/bidsize go away ('Historical' = true in indicator code).
Two questions:
1) Why aren't the values there when the chart paints in 'Historical' mode?
2) Has anybody figured out another way to get at the individual elements of the Adv/Decl values from IB?
Thanks,
Gary
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