rcerda
-Interested User-
Posts: 9
Joined: Dec 13, 2007
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Posted: Jan 25, 2008 11:50 AM
Msg. 1 of 2
Hi.
I'm noticing that some ticks (requested using requestTickHistory via COM) for some Futures contracts come with a 'last size' field equal to zero (0). Some examples are symbols FCF8, LCG8 and +DJU8.
Is this a error on the data? or does it mean something else, i.e., is a value of zero used to identify pit traded ticks or something like that?
Thanks.
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