Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"I'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat
"I am very pleased with the DTNIQ system for quotes and news." - Comment from Larry
"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"You have an excellent product !!!!!!" - Comment from Arely
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »Data and Content Support »Tick data: Majority of trade prices between bid and ask?
Author Topic: Tick data: Majority of trade prices between bid and ask? (2 messages, Page 1 of 1)

jameszhao00
-Interested User-
Posts: 2
Joined: Aug 20, 2017


Posted: Aug 20, 2017 07:12 PM          Msg. 1 of 2
I looked at 100K NFLX trades starting from 2017-08-16 15:57:34.025700 all the way to 2017-08-18 19:59:33.384630.

Out of these 100,000 trades 64,507 happened at a price between the bid/ask. Should we expect such a high number of trades to happen in between bid/ask?



File Attached: Screen Shot 2017-08-20 at 8.12.49 PM.png (downloaded 251 times)

DTN_Stephen
-DTN Evangelist-
Posts: 132
Joined: Aug 22, 2014


Posted: Aug 21, 2017 09:26 AM          Msg. 2 of 2
Our Market Data team has reviewed the trades in question between August 16th and 18th, 201 on NFLX.

Although this is a higher amount then typical, trades occurring between the value of bid/ask do occur and are valid.

We have verified our data against other data vendors which are also matching what we have.

Please let us know if there is anything else we can assist you with.

Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net
 

 

Time: Sun December 16, 2018 3:36 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003