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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Trade vs Tick

Author	Topic: Trade vs Tick (3 messages, Page 1 of 1)
shortorlong -Interested User- Posts: 16 Joined: Jan 31, 2008	Posted: Feb 3, 2008 07:20 PM Msg. 1 of 3 One other question that I had was how to get Trade data. The goal is to compute the average tradesize for a particular symbol. So I need to be able to get a list of all trades on that symbol. Is the tickdata equivalent? So when I get a tick, I can assume that that tick resulted in a trade? If not, then how can I go about computing the average trade size for a symbol?
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Feb 4, 2008 12:46 PM Msg. 2 of 3 Our history servers only store trades. The bid and ask prices you recieve in the tick requests represent the bid and ask price at the time of that trade.
David -DTN Evangelist- Posts: 113 Joined: May 7, 2004 I'd rather be...	Posted: Feb 4, 2008 03:29 PM Msg. 3 of 3 Quote: If not, then how can I go about computing the average trade size for a symbol? FYI: The data feed includes the total trades for a day on a symbol. This information is sent with each quote change. Just divide the total volume by the number of trades and you get the average volume per trade at that point in the day. David *IQXP Software* http://www.iqxp.com LiveWire Update Service PO Box 1417 Fairfield, IA 52556 641-472-8393 http://www.livewire-cablesoft.com/