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)




"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »Data and Content Support »Tick data: Majority of trade prices between bid and ask?
Author Topic: Tick data: Majority of trade prices between bid and ask? (2 messages, Page 1 of 1)

jameszhao00
-Interested User-
Posts: 2
Joined: Aug 20, 2017


Posted: Aug 20, 2017 07:12 PM          Msg. 1 of 2
I looked at 100K NFLX trades starting from 2017-08-16 15:57:34.025700 all the way to 2017-08-18 19:59:33.384630.

Out of these 100,000 trades 64,507 happened at a price between the bid/ask. Should we expect such a high number of trades to happen in between bid/ask?



File Attached: Screen Shot 2017-08-20 at 8.12.49 PM.png (downloaded 228 times)

DTN_Stephen
-DTN Evangelist-
Posts: 131
Joined: Aug 22, 2014


Posted: Aug 21, 2017 09:26 AM          Msg. 2 of 2
Our Market Data team has reviewed the trades in question between August 16th and 18th, 201 on NFLX.

Although this is a higher amount then typical, trades occurring between the value of bid/ask do occur and are valid.

We have verified our data against other data vendors which are also matching what we have.

Please let us know if there is anything else we can assist you with.

Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net
 

 

Time: Fri October 19, 2018 2:48 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003