Hello,

Is it possible to record the bid-ask spread for .t1 data in Zorro S?
From what I read the .t1 data contains one floating number only for a specific timestamp, positive for an ask price and negative for a bid price.
Can two .t1 data be recorded with the same timestamp?

I have read in the doc:
"In test and train modes, marketVol returns the fVol element of .t6 historical data, or otherwise 0. The marketVal function returns the fVal element from .t6 data, or the ask-bid spread from .t1 or .t2 data, otherwise 0."
So I wonder how the ask-bid spread can be computed if only one of the two has been recorded in the database as a .t1 data.

Yes, for storing the spread just use a T1 record with the negative bid and the same timestamp as the previous ask.

Ok thanks for your answer.