Support Board

Date/Time: Sun, 05 May 2024 16:39:20 +0000

Post From: Tick Data

[2018-01-20 13:23:09] Link To Thread - Link To Post [Go To First Post]
User877893 - Posts: 14
Hey I downloaded intraday data and I got tick data. I already verified that here: Tick by Tick Data Configuration So far, so good. My questions are the following: What does the number for High, Low and Last stand for? To me it looks like these are the bid/ask spreads with the midpoint. Am I right? So whenever there is a new line with new numbers the bid/ask spread changed? And the number behind the "." in time indicates that there is a change in price for bid/ask in this second. For example .3 tells me it is the third price change in a duration of one second? What does the Bid/Ask Volume stand for? What is the meaning of a 0 or a 1?