Support Board
Date/Time: Wed, 27 Nov 2024 15:56:31 +0000
Post From: how does SC clasifies trades done in the mid-point/quote?
| [2014-09-10 16:20:05] |
| ariknoi - Posts: 31 |
|
iqfeed - i got it. will check. now, this is another copy/paste from tick data exported (same a s above) in the 5th line there is no uptick or change and yet the trade is marked bid vol and all perior trades and afterwards are marked at ask (which is correct). what is going on here? why are this jumps? Date Time Open High Low Last Volume # T Bid Volume Ask Volume 3/9/2014 14:04:50 0 171.34 171.33 171.34 2600 1 0 2600 3/9/2014 14:04:50 0 171.34 171.33 171.34 100 1 0 100 3/9/2014 14:04:50 0 171.34 171.33 171.34 100 1 0 100 3/9/2014 14:04:50 0 171.34 171.33 171.34 200 1 0 200 3/9/2014 14:04:50 0 171.34 171.33 171.34 500 1 0 500 3/9/2014 14:04:50 0 171.34 171.33 171.34 300 1 300 0 3/9/2014 14:04:50 0 171.34 171.33 171.34 100 1 0 100 |