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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Time & Sales.
Author Topic: Time & Sales. (2 messages, Page 1 of 1)

pp7
-Interested User-
Posts: 1
Joined: Aug 22, 2005
Posted: Aug 22, 2005 09:06 PM          Msg. 1 of 2
Does the IQfeed stream provide time and sales information which includes all of the bid and ask orders and each bid and ask volume, not just the actual times of the trades? If so, how do I obtain this data?

Thanks.

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

DTN IQFeed/DTN.IQ/DTN NxCore

Posted: Aug 22, 2005 10:56 PM          Msg. 2 of 2
We providing streaming data that includes all bid and ask updates wtih volume, but we don't store this information in the database. The only historical information you can access is the trades, which includes the bid/ask at the time of the trade. Thus, if you wanted the bid/ask and volume updates, you would need to capture the tick stream as it comes in.
Jay Froscheiser
DTN - Trading Markets
 

 

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