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Date/Time: Sat, 28 Dec 2024 07:56:56 +0000



Post From: Seeking historic data

[2016-03-09 10:44:21]
LDN User - Posts: 6
Thank you, I have some Bid/Ask data but it doesn't match my expectations.

The interpolated Bid/Ask lines appear to have nodes only at the same time as traded prices. I would expect Bid/Ask price updates to be more frequent than actual trades. Is it possible for me to verify that the data I see is complete?

Thanks,
Glen @ LDN
Date Time Of Last Edit: 2016-03-09 11:20:56