I talked to their support once and they said bid/ ask history was not available for download. Did you get that bid/ask data in realtime? I have it in realtime and can generate my own history files but not available as a history download from their servers.
Perhaps they meant through the software package you had chosen? Or are you writing your own apps? That data was gotten through a history query. Here's the first tick of the day for IBM on 8/7/06: 8/7/06 9:30 - Trade 100 @ 75.63, bid 75.63, ask 75.64
But do you get individual quote updates or just the current inside quote when a trade happens? Each example has included a trade/quote on a single line. Just curious... Cheers
You can only query tick history, so I don't believe there's any way to reconstruct bid/ask changes that occured without actual trades. (Unless you built that capability yourself from realtime data, in which case you could use DTN to save off level II data if you wanted)
Strange, they seemed to indicate they did not have it. I have TS2000 with free hyperserver so go figure, I am getting what I pay for.
Don't make the mistake of confusing the current inside bid/ask at the time a historic trade is made with a real history of bid/ask changes.
I am paying around $130 a month for the basic NYSE, Nasdaq, Amex, and then CME, CBOT, and Eurex. I love DTN......has been a great product to use!
Hi 5', The picture you put up of your Market Delta screen is that the screen for Investor/RT & Market Delta or is that Market Delta by itself... I went to the Market Delta Website and i don't see a screen shot equal to the screen shot you posted with the Market Profile on the left and the volume delta and total for each column of trades at the bottom... could you clarify this for me... thanks... cj... _________________ HAVE STOP - WILL TRADE If You Have The Vision We Have The Code
Ok, so its not Market Delta that has the screen setup but Investor/RT... thank you for pointing this out... it is really a lot of tapereader info in a compact space... nicely done... cj... __________________ HAVE STOP - WILL TRADE If You Have The Vision We Have The Code