I'm working with IQFeed tick data. They don't seem to provide bid/ask quotes,
just trades. What's the consensus on whether this matters? I've seen it argued
that a lot of games go on with quotes, fakeouts, etc. And that trade ticks are
all that matter. Seems though for less liquid instruments yo
I find the bid/ask data to be extremely important when actually placing manual
trades on all but the most liquid issues. Luckily my broker (TOS) gives me a
DOM type display with bid/ask size 5 levels deep. This is not something that I
can use in a backtest though -- unless I were capturing it
amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf
Of Dennis Brown
Sent: Sunday, November 15, 2009 1:20 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] Tick data, how important is bids/asks?
I find the bid/ask data to be extremely important when actually placing
manual
