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» bid/ask size
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| Author | Topic: bid/ask size (2 messages, Page 1 of 1) |
 dich99 -Interested User- Posts: 2 Joined: Apr 13, 2010 
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Posted: Apr 17, 2010 03:25 PM
Msg. 1 of 2
I am trying to retrieve historical tick data.
But it seems to me the Bid/Ask size are always zero. Are the ticks only for fills, or do they include L1 changes as well? |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Apr 17, 2010 04:23 PM
Msg. 2 of 2
Historical data includes trades only. On the historical tick data, we also include the bid and ask price at the time of the trade.
Jay Froscheiser DTN |
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