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Direct MessagesDate/Time: Thu, 19 Sep 2024 01:18:33 +0000
Post From: SC DATA for US Equities
| [2015-08-31 22:20:37] |
| Neo - Posts: 198 |
|
Using the live data today, intraday volumes are correct between 09:30:01 and 15:59:59- However it's missing the opening & closing print cross trade. Re the filtering of inter market sweeps/spread trades, do you know if the bid/ask allocations in SC match the raw bid/ask allocations provided by Barchart? |