Just from eyeballing it it appears that the nasdaq tick is a bit more tame than the nyse tick. Eg, an 800 tick on the nasdaq appears equivalent to a 1000 tick on the nyse.
I tossed a 1.25 multiplier on the $TQCK(Nasdaq Tick) and it looks about right cross compared to the $TICK.
Anyone have any thoughts on this?
I tossed a 1.25 multiplier on the $TQCK(Nasdaq Tick) and it looks about right cross compared to the $TICK.
Anyone have any thoughts on this?