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13homer has contributed to 1 posts out of 21251 total posts
(0.00%) in 4,734 days (0.00 posts per day).
20 Most recent posts:
IQFeed Developer Support »
Bid/Ask volume Jul 16, 2012 01:25 AM
(Total replies: 6)
Quote: The bid and ask price at the time of the trade is included in historical tick data as well May I ask what does it mean then (quote from api documentation): Quote: Request: HTX,MSFT,10,1,TESTREQUEST,2<CR><LF> TESTREQUEST,2008-09-30 16:32:51,26.5600,100,105615650,26.5500,26.6000,2837820,0,0,E,<CR><LF> TESTREQUEST,2008-09-30 16:34:02,26.6900,1171444,106788063,26.5500,26.6000,2837910,0,0,E,<CR><LF> TESTREQUEST,2008-09-30 16:37:28,26.6875,21200,106809363,26.5500,26.6000,2838255,0,0,E,<CR><LF> How last can be > ask (or < bid or between them)? This is extended data, but it happends in normal trades too (HTT,@EUU12,20120612 000000,20120613 000000,,,,1,,): Quote:
2012-06-12 00:09:22,1.2514,1,3536,1.2512,1.2513,1396127,0,0,C, 2012-06-12 00:12:02,1.2515,3,3586,1.2516,1.2517,1399169,0,0,C, 2012-06-12 05:09:48,1.2518,1,15992,1.2517,1.2519,1689096,0,0,C, |
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