DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)

"Just a thank you for the very helpful and prompt assistance and services. You provided me with noticeably superior service in my setup compared to a couple of other options I had looked at." - Comment from John

"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan

"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum

"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post

"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email

"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip

"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe

"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark

"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps

"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »Archive (2017 and earlier) »Data and Content Support »Question about bid ask in tick data

Author	Topic: Question about bid ask in tick data (4 messages, Page 1 of 1)
Gremlin123 -Interested User- Posts: 6 Joined: Aug 18, 2010	Posted: Aug 18, 2010 06:30 PM Msg. 1 of 4 In a historical tick record, is the bid ask value reported the value after the trade or before? So, if a trade hits the bid, the bid reported should be the same price as the trade? What if the bid is taken out and the new bid is now lower? On a releated question, what does it mean if the trade price is lower than the quoted bid? Does this mean that a large order "walked the book" since only the top of book is protected?
Stan S -DTN Guru- Posts: 256 Joined: Apr 13, 2006	Posted: Aug 19, 2010 08:06 AM Msg. 2 of 4 Hi Gremlin123, The bid ask is before the trade. what does it mean if the trade price is lower than the quoted bid? Does this mean that a large order "walked the book" since only the top of book is protected? Some brokers only work with certain market makers and this then could occur, which there is no walking the book. Stan S What we do today, determines how people remember us forever. Be the positive force in someone life.
Gremlin123 -Interested User- Posts: 6 Joined: Aug 18, 2010	Posted: Aug 19, 2010 09:08 AM Msg. 3 of 4 Thanks Stan. Do you have any insight in why a trade would be reported below the bid or above the ask. Not sure how to treat these.
Stan S -DTN Guru- Posts: 256 Joined: Apr 13, 2006	Posted: Aug 19, 2010 09:35 AM Msg. 4 of 4 Sorry but no I dont. Your best bet for that kind of info would be to check with your broker. Also a good resource for market info is http://www.investopedia.com/Default.aspx?viewed=1 I use this from time to time to help answer market question that are over my head. It has helped me out more than a few times. I hope this helps. Stan S What we do today, determines how people remember us forever. Be the positive force in someone life.