spickering
-Interested User-
Posts: 5
Joined: Sep 20, 2004
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Posted: Mar 30, 2005 08:00 PM
Msg. 1 of 2
Would it be possible to query historical data for all bid and asks throughout day or over a specified time period?
I know that a query of ticks can be made which includes a bid and ask.
We are looking at symbols without much trading but almost always have bid and asks. We could use the bid and ask to come up with an approximate price to calculate our P/L.
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Mar 31, 2005 08:21 AM
Msg. 2 of 2
At this time we don't story bid/ask updates in the server. We do have plans to add this, however, we don't have a timeline for its availability yet.
Jay Froscheiser DTN Market Access, LLC.
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