Support Board
Date/Time: Wed, 14 May 2025 11:18:01 +0000
Post From: Accuracy of ticks with exchange traded spreads and number bars study?
| [2016-04-18 03:12:30] |
| i960 - Posts: 360 |
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Keep watching the bid/ask. This particular spread has bids and asks that come and go, so it's entirely possible you saw -1.30 and no ask some time ago. You're specifically seeing -1.30 because it's my actual order out there (really, the other bids come and go leaving a huge apparent spread). For instance, I've just changed my resting limit to -1.31 and you should see that - however, you should also see much closer bids and asks than that - it's only when the inside market disappears that you'll see the extremes of no ask and my limit order on the bid.
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