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» Bid Size and Ask Size via HTT
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| Author | Topic: Bid Size and Ask Size via HTT (2 messages, Page 1 of 1) |
 DavidG -Interested User- Posts: 8 Joined: Sep 29, 2009 
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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? Thanks, David. |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 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.
Jay Froscheiser DTN |
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