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How do I export the time and sales stream, including updates to best bid, best ask?

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  • How do I export the time and sales stream, including updates to best bid, best ask?

    I have my time and sales filters set to show trades and best bid/ask updates.
    But when I try to export the data (say last 1000 bars), virtually all the bid/ask updates are missing??
    I am looking in particular at BRCM

    Thanks,
    alan

  • #2
    This is because we do not keep historical bid/ask prices. If you like we you can contact our tech support team and we might be able to help in getting these, though there are a few things that our tech support team should make you aware of before you get this data.
    Thank you,
    Eric O.
    eSignal Support

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    • #3
      I see -- ok, thanks. Just emailed support asking if they could supply time and sales including
      bid/ask updates for a couple tickers for one day of data. Also included a link to this thread. Thanks/alan
      Last edited by finpress2000; 10-22-2013, 07:03 AM.

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