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»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.