Support Board
Date/Time: Wed, 27 Nov 2024 15:34:39 +0000
Post From: how does SC clasifies trades done in the mid-point/quote?
| [2014-09-09 17:10:16] |
| ariknoi - Posts: 31 |
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this a sample of DIA from 9/3/2014, time is UTC so 13:48 = 09:30 est time and i am connected through IQfeed Date Time Open High Low Last Volume # T Bid Volume Ask Volume 03/09/2014 13:43:20 0 171.29 171.28 171.28 354 1 354 0 03/09/2014 13:43:20 0 171.29 171.28 171.28 200 1 200 0 03/09/2014 13:43:21 0 171.29 171.28 171.29 501 1 0 501 03/09/2014 13:43:23 0 171.3 171.3 171.29 100 1 0 100 03/09/2014 13:43:23 0 171.3 171.3 171.29 200 1 0 200 ... ... 03/09/2014 13:48:22 0 171.43 171.42 171.43 501 1 0 501 03/09/2014 13:48:23 0 171.42 171.41 171.42 100 1 0 100 03/09/2014 13:48:23 0 171.4 171.41 171.4 100 1 0 100 03/09/2014 13:48:23 0 171.4 171.41 171.4 100 1 0 100 on the 1st section the last print on the 4th line is 171.29 which is below the bid and ask (which are the same) and yet the trade is marked on the ask side. on the 2nd section, on the 2nd line, the print of the last trade is 171.42 and it's marked as an ASK volume the problem is on the 3rd line the high is below the low + the trade which is at 171.4 marked as Ask volume which is wrong. pls explain the "rul" which marks the trades as per ask or bid volume thanks! |