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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Tick data bidSize and askSize == 0?
Author Topic: Tick data bidSize and askSize == 0? (2 messages, Page 1 of 1)

qinliu
-Interested User-
Posts: 3
Joined: Jun 16, 2009


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?

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


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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