Joined: Sep 29, 2009
Posted: Mar 10, 2010 12:08 AM
Msg. 1 of 2
I note that there are data fields for Bid Size and Ask Size that are returned by HTT, but that these are always zero...
[Req. ID],[Time Stamp],[Last],[Last Size],[Total Volume],[Bid],[Ask],[TickID],[Bid Size],[Ask Size], [Basis For Last]
Can the actual Bid Size and Ask Size be provided rather than zeros?
-VP, Product Operations-
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
Posted: Mar 13, 2010 10:41 AM
Msg. 2 of 2
We don't currently have plans to start storing the bid/ask size at the time of the trade. There is very little demand for this and most traders are only looking for the price as opposed to the quote size. Our NxCore service provides a full tape for traders who are looking for full quote data historically.