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» Bid/Ask Sizes
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| Author | Topic: Bid/Ask Sizes (2 messages, Page 1 of 1) |
 sseveran -Interested User- Posts: 5 Joined: Nov 3, 2009 |
Posted: Oct 3, 2011 02:34 PM
Msg. 1 of 2
If I pull historical tick data the bid/ask sizes are always 0. Is this a known issue? This didn't use to be the case.
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DTN_Steve_S -DTN Guru- Posts: 2096 Joined: Nov 21, 2005 
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Posted: Oct 3, 2011 02:37 PM
Msg. 2 of 2
We have never stored bid/ask size in historical data. We only store the bid/ask price at the time of the trade.
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