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»Forums Index »Archive (2017 and earlier) »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 1281 times)

DTN_Stephen
-DTN Guru-
Posts: 453
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
 

 

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