Support Board
Date/Time: Mon, 25 Nov 2024 20:39:16 +0000
Post From: Nasdaq Total View VS Consolidated Tape
| [2023-04-18 12:34:52] |
| Ben A - Posts: 123 |
|
Thank you for your answer, I am trying to establish which is better for my purposes: TotalView is accurate bid ask data, however much less volume, consolidated tape is much more volume, however estimated bid/ask. I use Nasdaq Totalview bid/ask data a lot in my calculations, however it may be that consolidated tape with estimated bid/ask is more useful due to higher volume which may override any accuracy considerations. This would depend on *how* accurate the tape would be. Can you refer me to how the consolidated tape is estimated? Thank you for your answer, this is a big part of my system so trying to establish the right path. Thank you, |