Is it possible to get Bid and Ask history when using eSignal as a data source? I am aware of getRTData, but it gives only the current data. I did read a statement from Tomasz: historical Bid/Ask price (only available from IQFeed at the moment). But my exchange is not supported by IQFeed.
I confirmed from eSignal that they send Bid Ask info with every tick. They also informed that they provide 10 days history. Though I could see only 5 days history in Investor/RT. As Investor/RT is able to retrieve Bid Ask history, it is clear that eSignal does send Bid Ask history.
My requirement is to get an array of Bid and Ask prices just the way we get array for Close or Volume.
So, does Amibroker have a feature or any method that can be used in AFL to retrieve Bid Ask history?