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by kashiraman
Sat Nov 22, 2025 3:21 am
Forum: General Discussion
Topic: Is the bid_size and ask_size correct for USA500.IDX?
Replies: 1
Views: 1325

Is the bid_size and ask_size correct for USA500.IDX?

All, I downloaded the tick data for one day for S&P 500 index, and example of a snapshot of the data I got. I believe that there is something wrong with the data. I am downloading USA500.IDX. Can anyone please advise? Timestamp Bid Ask Bid Size Ask Size 20251010 08:48:27:518 6759.151 6759.649 0....