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Time and Sales - Level I - Level II - tick data


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Time and Sales - Level I - Level II - tick data

  #1 (permalink)
 
trendisyourfriend's Avatar
 trendisyourfriend 
Quebec Canada
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Can someone help me sort out these terms:
Time and Sales - Level I - Level II - tick data

To me, it all seems the same, ie, number of contracts traded at x price level at the bid or the ask.

I am a bit confused about the difference between each term.

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 cory 
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some definition here
Level 1 Definition

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  #4 (permalink)
 
LukeGeniol's Avatar
 LukeGeniol 
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I added some wiki terms: tick, tick size, tick value, Time and Sales, Level 1 market data, Level 2 market data. etc..

Take your Pips, go out and Live.
Luke.
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  #5 (permalink)
SMLMikXL
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You might want to look into Level 3 as well. it has been out for quite some time, yet very hard to find.

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Last Updated on August 28, 2014


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