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Jul 17, 2007 02:06 PM

Jul 17, 2007 02:13 PM

Jul 17, 2007 03:49 PM



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Eagle has contributed to 1 posts out of 5635 total posts (0.02%) in 6205 days (0.00 posts per day).

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Market Data » Tick Data Jul 17, 2007 @ 02:13 PM (Total replies: 32)

Could you elaborate on how tick data is treated?
I was told to address it here, apologies if its in the incorrect
venue

What I have been told thus far: Tick data is sent through as a 1/10 second snapshot.

In the following example occurring in the same second:
10 contracts at 1.31812 and 20 contracts at 1.3813 what is sent
through by the data feed?

Thanks