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»Forums Index »Archive (2017 and earlier) »IQFeed Datafeed Wish List »bid/ask size
Author Topic: bid/ask size (2 messages, Page 1 of 1)

dich99
-Interested User-
Posts: 2
Joined: Apr 13, 2010
Posted: Apr 17, 2010 03:25 PM          Msg. 1 of 2
I am trying to retrieve historical tick data.

But it seems to me the Bid/Ask size are always zero.

Are the ticks only for fills, or do they include L1 changes as well?

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

DTN IQFeed/DTN.IQ/DTN NxCore

Posted: Apr 17, 2010 04:23 PM          Msg. 2 of 2
Historical data includes trades only. On the historical tick data, we also include the bid and ask price at the time of the trade.
Jay Froscheiser
DTN
 

 

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