Support Board
Date/Time: Sun, 24 Nov 2024 06:35:30 +0000
Post From: "Jumpy" DOM Bid/Ask Prices
| [2013-09-23 19:52:08] |
| bfalk - Posts: 33 |
|
For high-spread stocks like AAPL, I'm having issues with incorrect bid/ask prices. In the order of them being off by $0.50 or so for very short intervals. I'm comparing the bid/ask prices to my own program displaying L2 data. I'm not sure if IQFeed is providing incorrect L1, or that there is some issue with Sierra Chart. I have no issue with futures or low-spread equities like SPY. -Brandon |