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blt111 has contributed to 2 posts out of 21191 total posts (0.01%) in 4,397 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » Historical equity Bid/Ask tick data showing bid=ask Apr 22, 2013 03:01 PM (Total replies: 0)

Many equities for which I download historical tick data (HTD) have lots of ticks where the bid = the ask e.g for MSFT today:

Time Stamp Last Last Size Bid Ask
4/22/2013 13:00 30.96 100 30.96 30.96


which is incorrect. Is this a data supplier issue or a rounding issue for sub-penny quotes or something?

Thanks

Data and Content Support » Corn Continuous Dec 19, 2012 08:27 AM (Total replies: 13)

+1 for Volume based or at least first notice date based front month change. Has there been any progress with this?
Edited by blt111 on Dec 19, 2012 at 08:27 AM


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