
qinliu
-Interested User-
Posts: 3
Joined: Jun 16, 2009
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Posted: Jun 23, 2009 06:55 PM

Msg. 1 of 2
I looked at historical tick data for 2-3 stocks, bidSize and askSize always come back as 0s. I'm using HTT over TCP/IP. Is this expected?
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Jun 24, 2009 08:30 AM

Msg. 2 of 2
It is expected. We don't store bid/ask size in history. We provide only the bid/ask price at the time of trade in history.
Jay Froscheiser DTN
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