Tickstory

Hi, Do any precise descriptions of the source of the data exist. I found something that was strange. On the 12th of August 2021 for the USA500IDXUSD series there are many more quote updates from 3 and 4am and 4pm,5pm (all NYC time) than there are during the actual trading day. So from this I guess t...

I am a big fan of this data being available but wanted to check on what precisely it is. As I understand: * If in the application you select "Tick Data" then the default settings give you L1 quote data. I don't understand the volumes however as they are not always integers (so it is not number of se...