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» Historical tick data
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| Author | Topic: Historical tick data (3 messages, Page 1 of 1) |
 gelo2000 -Interested User- Posts: 15 Joined: Jan 28, 2009 |
Posted: Jan 28, 2009 08:13 AM
Msg. 1 of 3
Hello,
Do I understand correctly that '30 calendar days of historical tick data' provides only trading ticks and does not provide quote updates. Also I have noticed that ask/bid size are always zero. Do I understand correctly that quote ticks are available only in real time? Thank You! Edited by oleg_myrk on Jan 30, 2009 at 07:38 AM |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Jan 28, 2009 08:14 AM
Msg. 2 of 3
that is correct Oleg. The historical tick data is T&S data (Trades). We provide the bid and ask price at the time of the trade, but not the size.
Jay Froscheiser DTN - Trading Markets |
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gelo2000 -Interested User- Posts: 15 Joined: Jan 28, 2009 |
Posted: Jan 28, 2009 08:23 AM
Msg. 3 of 3
OK, thanks
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