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Direct MessagesDate/Time: Sat, 18 May 2024 22:04:10 +0000
Post From: are bid/ask quote updates available on any of the data feeds? (at non-trade points)
| [2019-02-21 16:38:58] |
| uM8137 - Posts: 180 |
|
I'm looking through the .scid file and I only see trades but not quote updates. I am connected to CGQ at the moment. I see the large discussion of the +30 levels of depth of book when using the sierra chart data feed. So these are quotes that are not traded. I wonder if a) these quotes (at both level 1 and level2) are recorded in the .scid file, for any of the data sources? b) are these quotes available historically, say looking back over the past year, on any of the data sources? thank you. |