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)




"Excellent datafeed !!!" - Comment from Arely
"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
"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"It’s so nice to be working with real professionals!" - Comment from Len
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"You have an excellent product !!!!!!" - Comment from Arely
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
Home  Search  Register  Login  Blogs Recent Posts

Information on Various DTN Products:
DTN IQFeed | DTN ProphetX | DTN Ag | NxCore
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 74 times)

DTN_Stephen
-DTN Evangelist-
Posts: 121
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: Tue January 16, 2018 11:26 PM CFBB v1.2.0 31 ms.
© AderSoftware 2002-2003