Reliable Stock Data Feed / Broker

Discussion in 'Data Sets and Feeds' started by Deenius, Aug 20, 2018.

  1. Robert Morse

    Robert Morse Sponsor

    Honestly, I have never looked that closely at time and sales and did not know that it tagged each trade as bid or ask. I did know it was color coded to show up and down ticks. I will assume this is a function of the logic of the software as data comes from the exchange in raw format. We then normalize the data by adding headers and manipulate it for our needs in our market data server.
     
    #11     Aug 21, 2018
    Deenius likes this.
  2. Robert Morse

    Robert Morse Sponsor

    #12     Aug 21, 2018
    Deenius likes this.