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Date/Time: Wed, 01 May 2024 00:47:31 +0000

Post From: Accurate NYSE TICK Data

[2015-07-29 20:42:31] Link To Thread - Link To Post [Go To First Post]
Al SC Developer - Posts: 434
The TICKBA-NYSE is a different calculation and needs to be understood before just comparing it to the TICK-NYSE. We are updating the documentation: The Bid/Ask cumulative tick (TICKBA-NYSE) is similar to the cumulative tick (TICK-NYSE) except that the Best Bid/Ask for each symbol is also taken into account to determine if an issue is trading on an up/down tick. If the Best Bid/Ask indicates that a stock will trade on and up/down tick (i.e. Best Bid higher than prior trade), then that issue will be counted accordingly. Generally, this allows thin issues to participate in the cumulative tick. So given that, today's TICKBA at the open may be more interesting (flat open but underlying issues are indicating strength).