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SuzyG,
Close[0] is the lasttrade of the current bar
Bars.CurrentAsk = ask price
Bars.CurrentBid = bid price
Include the following codesnipped into the OnBarUpdate() method and you will see data in the Output window:
Print(Close[0].ToString());
Print(Bars.CurrentAsk.ToString());
Print(Bars.CurrentBid.ToString());
Print(Position.AvgPrice.ToString());
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