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» Bid = 0 for MSFT.
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| Author | Topic: Bid = 0 for MSFT. (5 messages, Page 1 of 1) |
 Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010 |
Posted: Jul 29, 2015 12:06 AM
Msg. 1 of 5
I've noticed the tick data for MSFT has a lot of Bids equal to zero, example 2015-Jun-10.
Is this correct? |
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006 
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Posted: Jul 29, 2015 07:55 AM
Msg. 2 of 5
Hello Craig,
When tick insertions are sent by the exchange they will not have bid or ask prices. These are effectively corrections sent by the exchange, and the bid and ask at the time of trade is not included in that message. Tim |
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Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010 |
Posted: Jul 29, 2015 02:14 PM
Msg. 3 of 5
OK, so...they've always been there? Why are they so prevalent in some symbols and not others?
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006
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Posted: Jul 29, 2015 02:16 PM
Msg. 4 of 5
Yes. As to their frequency, presumably it is linked to activity. But, t is hard to say since we are not given a reason in the message, but we did confirm the receipt of these was reported as sent by the exchange.
Tim |
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Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010 |
Posted: Jul 29, 2015 02:51 PM
Msg. 5 of 5
k, thanks.
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