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»Forums Index »NEW IQFEED FORUMS »New IQFeed Forum »Time and Sales - Bid/Ask Size
Author Topic: Time and Sales - Bid/Ask Size (3 messages, Page 1 of 1)

data_collector
-Interested User-
Posts: 6
Joined: Aug 9, 2018
Posted: Mar 4, 2019 03:58 PM          Msg. 1 of 3
Hi, I'm wondering if it's possible to get bid/ask sizes for tick data in 1-minute intervals?

For example, pulling up @ESZ18 for a few days in early Dec 2018, I get nothing but 0's for B/A sizes.

DTN_mark_e
-Interested User-
Posts: 49
Joined: Sep 25, 2014
Posted: Mar 4, 2019 06:09 PM          Msg. 2 of 3
We do not keep bid/ask sizes in our history. It's only found in the streaming data.
Mark Eash, Trading Markets Customer Service DTN
9110 West Dodge Rd, Ste 200, Omaha, Ne 68114
800-397-7000 (DTNIQ & IQFEED) | 402-255-3682 (Fax)
www.dtn.com/trading | www.dtniq.com | http://www.iqfeed.net

data_collector
-Interested User-
Posts: 6
Joined: Aug 9, 2018
Posted: Mar 5, 2019 08:03 AM          Msg. 3 of 3
I see. Thank you.
 

 

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