Forum: Brokers
September 4th, 2015, 01:00 PM
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Replies: 6
Views: 2,470
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Forum: Brokers
September 3rd, 2015, 11:45 AM
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Replies: 6
Views: 2,470
Unless something with Rithmic has changed...
Unless something with Rithmic has changed drastically, they do not offer historical bid/ask backfill. They offer limited tick data, but that is not the same as bid/ask.
You can read all the...
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Forum: Brokers
September 2nd, 2015, 11:28 AM
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Replies: 6
Views: 2,470
Historical bid/ask means the ability to...
Historical bid/ask means the ability to download/store/access the inside bid/ask (L1) data aligned with price ('Last').
Without this, you don't know if a trade was executed at the bid, or at the...
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