Support Board
Date/Time: Wed, 29 Oct 2025 16:58:38 +0000
Post From: Number bars bid/ask data
| [2016-02-13 07:53:55] |
| Neo - Posts: 198 |
|
I’m looking for some clarification around the accuracy of bid/ask data when applied to US equities.. If the smallest tick size is in seconds, then how is accurate bid/ask data calculated when exchanges are providing trades in milliseconds? I’ve also noticed that when using a numbers bar study - SC vs IQ feed, the bid/ask data is different, eg some trades appear on the bid side in SC and on the ask side using IQ feed, or vise-versa. However they are exactly the same when using any CME product( I assume this is because the CME reports trades in seconds) |