I think I might be be missing something here.

So let's say I'm running an algorithm with Resolution.Tick.

OnData I can get Tick from Ticks. I see Price and LastPrice, but I don't get anything for Ask or Bid.

Attached project Debugs: 204.70000000, 0, 0

Where 204.7 is the Price, but 0 and 0 are ask and bid.

Is this info not available?

Documentation states "Because of current data limitations we can only provide Trade ticks."

Not sure if this is apposed to "Quote ticks", but this data seems critical in the SpreadSlippageModel.

public virtual decimal GetSlippageApproximation(Security asset, Order order)

{

var lastData = asset.GetLastData();

var lastTick = lastData as Tick;

// if we have tick data use the spread

if (lastTick != null)

{

if (order.Direction == OrderDirection.Buy)

{

//We're buying, assume slip to Asking Price.

return Math.Abs(order.Price - lastTick.AskPrice);

}