tamir
-Interested User-
Posts: 4
Joined: May 5, 2009
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Posted: May 5, 2009 03:32 AM
Msg. 1 of 2
This is probably a newbie question. I just started using IQFeed (via the XLQ C++ API) and I noticed that many times I get that the BID price equals ASK price. (There is no change in the last update time so I guess these two prices belong to the same quote)
My questions are: 1) Am I doing anything wrong? 2) Should I expect a spread of 0? If so, when - under what cirumstances? 3) Is it a known issue and if so how should such cases be considered?
Since there are many such examples I did not provide a specific data sample.
Tamir
Tamir
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Stan S
-DTN Guru-
Posts: 256
Joined: Apr 13, 2006
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Posted: May 5, 2009 07:28 AM
Msg. 2 of 2
Hi Tamir,
Normally the bid & ask will be different. But they can match up on occasion. But it is rare. Are you seeing it on several symbols, or around a certain time frame? Please let us know what symbols you are watchng and about what time you saw them match up. I will cross reference them from this end to see what I can find.
Stan S
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