US Stock Tick Data
Posted: Tue Nov 12, 2019 12:58 am
What is the source for the tick data for US equities? Is it NBBO?
Also, I just see bid/ask/bid volume/ask volume , but nothing on last trade which I understand that stock tick data should have (otherwise it is just the order book and no trades...).
Also, I just see bid/ask/bid volume/ask volume , but nothing on last trade which I understand that stock tick data should have (otherwise it is just the order book and no trades...).