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:
Any help in interpreting the columns will be great.
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?
Any help in interpreting the columns will be great.