Hi there,
Are there any data vendors out there that provide historical ask/bid bars, and not just "last" bars?
I'm working with some contracts which don't trade overnight, so when I look at the historical chart... it's pretty sparse overnight. A bar here, a bar there... maybe a hand full of minute bars over the course of 8 hours But I know the ask/bid spread is pretty tight, and I *could* have traded.
I'm looking for this for NYMEX heating oil specifically, just going back a year or two.
Thanks in advance.
Are there any data vendors out there that provide historical ask/bid bars, and not just "last" bars?
I'm working with some contracts which don't trade overnight, so when I look at the historical chart... it's pretty sparse overnight. A bar here, a bar there... maybe a hand full of minute bars over the course of 8 hours But I know the ask/bid spread is pretty tight, and I *could* have traded.
I'm looking for this for NYMEX heating oil specifically, just going back a year or two.
Thanks in advance.