Page 1 of 1
Quote / volume
Posted:
Tue Jan 28, 2014 6:27 pmby moti
Hello,
Did Volume in Quote is Spread Volume ?
Thank you,
Moti
Re: Quote / volume
Posted:
Tue Jan 28, 2014 7:22 pmby Roman
Hi Moti
No, it's volume of each leg (highlighted by bold). You should take always volume of less liquid leg.
Roman
Re: Quote / volume
Posted:
Fri Oct 17, 2014 9:50 amby bullin
Hi,
values of volumes in quotes are online values, or previous day close values?
Thank you.
bullin
Re: Quote / volume
Posted:
Fri Oct 17, 2014 2:48 pmby Roman
Hi bullin, depends if you have enabled intraday data. If not, then it's prev day EOD. If yes, than values are near online (we use delayed ID data).
Regards
Roman