re getting historical prices: as I understand, BrokerHistory2 fills in a t6 struct.
Yes.
So, one has then to manually "repackage" them to t8, correct?
I suppose filling t8 can be one way to do it. There may be other ways. Anyways, the plugin cannot do this for now, so it must be manual.
Does SC plug-in fill in the fVal field in a t6 struct for Spread?
For market, yes. Historical data does not have spreads, so that is set to zero.
It would be great to get the plug-in to recognize that the instrument is a "contract" and switch to filling in a t8 struct.
Sierra Chart is not eager to support options much further than market and trading. Last time I checked, the symbol definitions did not clarify whether they were puts or calls,
not even the strike price. (That is, the fields are available in the security definition response messages, but they were left blank.) There might have been a multiplier, not sure. Maybe they added some features ever since?
Depending on what's available, I might be able to put in another custom BrokerCommand to fill a CONTRACT struct for a given explicit SC symbol.
I will look into this.
EDIT: Strike price is included.
