Is the bid_size and ask_size correct for USA500.IDX?

General discussion about the Tickstory Lite software package.
Post Reply
kashiraman
Posts: 1
Joined: Sat Nov 22, 2025 2:56 am

Is the bid_size and ask_size correct for USA500.IDX?

Post by kashiraman »

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 0.0027 0.0036
20251010 08:48:29:272 6758.851 6759.301 0.0027 0.0036
20251010 08:48:30:628 6758.333 6758.861 0.0027 0.0036
20251010 08:48:31:081 6758.151 6758.646 0.0027 0.0036
20251010 08:48:34:792 6758.345 6758.861 0.0027 0.0036
20251010 08:48:34:944 6758.642 6759.161 0.0027 0.0036
20251010 08:48:35:245 6758.836 6759.346 0.0027 0.0036
20251010 08:48:35:649 6759.339 6759.858 0.0027 0.0036
20251010 08:48:39:857 6759.151 6759.661 0.0027 0.0036
20251010 08:48:40:612 6758.854 6759.349 0.0027 0.0036
20251010 08:48:40:962 6759.136 6759.664 0.0027 0.0036
20251010 08:48:41:765 6758.851 6759.301 0.0027 0.0036
20251010 08:48:43:324 6759.142 6759.661 0.0027 0.0036
20251010 08:48:43:625 6759.351 6759.864 0.0027 0.0036
20251010 08:48:47:320 6759.645 6760.101 0.0027 0.0036
20251010 08:48:48:435 6759.345 6759.849 0.0027 0.0036
20251010 08:48:50:851 6759.645 6760.152 0.0027 0.0036
20251010 08:48:52:306 6759.342 6759.849 0.0027 0.0036
20251010 08:48:52:457 6759.654 6760.155 0.0027 0.0036
20251010 08:48:53:260 6759.845 6760.346 0.0027 0.0036
20251010 08:48:58:069 6759.636 6760.158 0.0027 0.0036
20251010 08:48:59:324 6759.839 6760.367 0.0027 0.0036
20251010 08:48:59:475 6760.133 6760.649 0.0027 0.0036
20251010 08:49:00:176 6760.351 6760.846 0.0027 0.0036
20251010 08:49:00:928 6760.154 6760.658 0.0027 0.0036
20251010 08:49:02:238 6759.845 6760.346 0.0027 0.0036
20251010 08:49:02:539 6759.633 6760.161 0.0027 0.0036
20251010 08:49:04:144 6759.848 6760.367 0.0027 0.0036
20251010 08:49:04:795 6759.648 6760.164 0.0027 0.0036
20251010 08:49:07:500 6759.139 6759.601 0.0027 0.0036
tickstory
Posts: 5288
Joined: Sun Jan 06, 2013 12:27 am

Re: Is the bid_size and ask_size correct for USA500.IDX?

Post by tickstory »

H,

You can refer to this thread for more information on what the bid/ask volume information means on the tick data.

Thanks.
Post Reply