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Here is 1 tick:

Timestamp,Bid price,Ask price,Bid volume,Ask volume

20151127 00:05:00:592,1.06057,1.06061,1,1.5

Does ask volume 1.5 mean 1.5 million were actually sold or is it just an offer

Another question. Here is some more tickdata:

20151127 00:10:35:292,1.06056,1.06058,1.12000000476837,1.5

20151127 00:10:35:821,1.06056,1.06058,1.12000000476837,1.5

20151127 00:10:37:284,1.06056,1.06058,1.12000000476837,1.5

20151127 00:10:37:785,1.06056,1.06058,1.12000000476837,1.5

You can see that the time changes but the best offers do not change. I thought it's supposed to "tick" when there is an update.

Community
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ronny vaiksaar
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1 Answers1

1

Since this row of data reflects both bid and ask state simultaneously, this row of data represents a quote, not a trade. So the latter is true: it is just an offer.

madilyn
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