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Date/Time: Fri, 26 Apr 2024 04:29:20 +0000

Post From: compare equity/stock data quality of Nasdaq total view with NYSE/AMEX/NASDAQ combined

[2022-05-13 14:03:15] Link To Thread - Link To Post [Go To First Post]
User495091 - Posts: 3
I am using Denali Package 5 (delayed and historical data). It seems to me, for tick by tick (especially bidvol/askvol) data from Nasdaq Total view is inconsistent with data from NYSE/AMEX/NASDAQ combined. by my understanding, Nasdaq total view tick data should be a subset of NYSE/AMEX/Nasdaq. In other words, a particular trade (last price, volume, bidvol, askvol) in total view should also appear in NYSE/AMEX/Nasdaq combined data. but I noticed, for example, for a trade, the volume matches but it is on bidvol side on total view while on askvol side on NYSE/AMEX/Nasdaq combined which data source is more accurate? does NYSE/AMEX/NASDAQ combined provide tick by tick data, especially the bidvol and askvol?


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