Perhaps they meant through the software package you had chosen? Or are you writing your own apps?Quote from maxpi:
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?
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)Quote from paulelly1962:
But do you get individual quote updates or just the current inside quote when a trade happens?
Quote from FullyArticulate:
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
Quote from 5Pillars:
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!
Quote from EdgeHunter:
could you clarify this for me... thanks...
cj...
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