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    Basic question on globaldatafeeds tick data

    Yep, their support had no clue. if they provide bid/ask data, it's only one data point per tick so I don't know whether they represent new bids or average of all outstanding bids. Looking at the data, I suspect it's the topmost bid/ask. If anyone else can confirm this, it'll be great.
  2. E

    Basic question on globaldatafeeds tick data

    Hello, I downloaded sample tick data for futures from globaldatafeeds: https://globaldatafeeds.in/historical-eod-1minute-tick-ieod-data/ In the downloaded CSV, they have these columns for every tick: LTP, BuyPrice, BuyQty, SellPrice, SellQty and LTQ My questions: Does LTP and LTQ represent...