Basic question on globaldatafeeds tick data

#1
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 pricing and quantity traded in that tick or previous tick?
  • What does "BuyPrice, BuyQty, SellPrice, SellQty" represent? As I understand, at all times, there would be several buy and sell offers (with their respective quantity and quoted price) but in tick, there's just a single price and quantity. So is this the average of all currently standing offers present at that tick?
I asked globaldatafeeds support the same questions, but all they said was "ask your broker" which is surprising given that they're the ones providing the data.

Any help in interpreting the columns will be great.
 
#2
Hello,


I asked globaldatafeeds support the same questions, but all they said was "ask your broker" which is surprising given that they're the ones providing the data.
This part is funny to be honest ,.. :))

Let me know if they provide the same kind of data for every instrument. Coz as long as i know, all data providers gives tick ( or we assume it at that way) data, which is generally just last price and last qty and time stamp ( generally 1 sec). If they provide bid/ask data for backfilling then I might opt them :p

But as u said their support have no clue about their datafeed, what shall we expect?
 
#3
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.
 

primitivetrader

Well-Known Member
#4
nobody in India is providing tick data. GDFL is providing 1-second timestamp data in the name of tick data.
 
#5
ye
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 pricing and quantity traded in that tick or previous tick?
  • What does "BuyPrice, BuyQty, SellPrice, SellQty" represent? As I understand, at all times, there would be several buy and sell offers (with their respective quantity and quoted price) but in tick, there's just a single price and quantity. So is this the average of all currently standing offers present at that tick?
I asked globaldatafeeds support the same questions, but all they said was "ask your broker" which is surprising given that they're the ones providing the data.

Any help in interpreting the columns will be great.
Yes They are right on their situation Coz if you use any Data for AlgoTrading then you buy and sell order will placed in Your Broker Terminal that is the reason they were tell you that you can ask your Trader ,

If any help you can contact your Broker's Support team for Algo Configuration
 

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