md.L1.agr_ask_size error
![qumenta](https://secure.gravatar.com/avatar.php?gravatar_id=f3ead3cae7f6f26adb3d5804a21efae2&size=50&default=https%3A%2F%2Fvanillicon.com%2Ff3ead3cae7f6f26adb3d5804a21efae2.png)
Where can I find the updated reference for md.L1?
self.__class__.bar_trigger_agr_ask_size[self.symbol] = md.L1.agr_ask_size
...
KeyError: 'agr_ask_size'
Tagged:
Where can I find the updated reference for md.L1?
self.__class__.bar_trigger_agr_ask_size[self.symbol] = md.L1.agr_ask_size
...
KeyError: 'agr_ask_size'
Comments
As this is an aggregated ASK function it would not be very useful to be called on a minute bar, therefore it would only work in on_trade and on_nbbo. The front page of documentation has been updated to make this clear.
If you have ELITE status then here is some code that will print out those values between 9:31:00 and 9:31:10 for SPY...
Note, as of March 2018, this variable is not currently available in Live/Forward-Testing.