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TOS vs Tick data

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  • TOS vs Tick data

    Hi,

    I'd like to know if by retrieving Time Of Sale data I am also getting the Tick data. That is, is one trade on Time of Sale one tick in a tick chart.

  • #2
    Yes. The time and sales includes tick by tick trades and bid/ask quote changes (unless you tell it to filter out one of them).

    Cheers... George

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