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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Bid Ask Historical Data
Author Topic: Bid Ask Historical Data (2 messages, Page 1 of 1)

scooke
-Interested User-
Posts: 30
Joined: Jan 8, 2013
Posted: Mar 22, 2013 02:06 PM          Msg. 1 of 2
When a download is done for tick data (ie 1 day of ticks), are the Bid and the Ask, the values that "rested" prior to the trade going off?
scooke

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
Posted: Mar 22, 2013 03:51 PM          Msg. 2 of 2
The bid/ask price included in historical data is the same bid/ask price that would have been sent out in streaming data with the same trade. As a result, it would be the bid/ask price that occurred before the trade.
 

 

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