Support Board
Date/Time: Wed, 12 Mar 2025 11:56:55 +0000
compare equity/stock data quality of Nasdaq total view with NYSE/AMEX/NASDAQ combined
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| [2022-05-13 14:03:15] |
| User495091 - Posts: 3 |
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I am using Denali Package 5 (delayed and historical data). It seems to me, for tick by tick (especially bidvol/askvol) data from Nasdaq Total view is inconsistent with data from NYSE/AMEX/NASDAQ combined. by my understanding, Nasdaq total view tick data should be a subset of NYSE/AMEX/Nasdaq. In other words, a particular trade (last price, volume, bidvol, askvol) in total view should also appear in NYSE/AMEX/Nasdaq combined data. but I noticed, for example, for a trade, the volume matches but it is on bidvol side on total view while on askvol side on NYSE/AMEX/Nasdaq combined which data source is more accurate? does NYSE/AMEX/NASDAQ combined provide tick by tick data, especially the bidvol and askvol? |
 sierra-symbol.PNG / V - Attached On 2022-05-13 13:54:48 UTC - Size: 17.47 KB - 131 views |
| [2022-05-13 15:04:49] |
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Yes it is a complete data feed: does NYSE/AMEX/NASDAQ combined provide tick by tick data, especially the bidvol and askvol?
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