I know it's probably a simple question but it's not clearly answered anywhere.
Some broker API's only provide bid and ask price. I know what each mean but I don't know how to decide on which to use (or both) in my algorithm.
Should I use only one of them? Or use the one that is relevant to the trade? Or find the last price from another source?
What do you guys do?
Submitted October 14, 2020 at 05:38AM by tabizzle