Discover and read the best of Twitter Threads about #marketdata
Most recents (3)
What's the difference between tick data, market depth, MBP, L2, L3, and MBO? Data schemas (or "formats") have taken up various names over the years by different market data providers, and have become a common source of confusion. 😬 
Let's clear this up with a quick rundown! ⬇️
1- "Tick data" typically refers only to the prints of last sales, which lacks the granularity of MBO or even MBP data.
1- "Tick data" typically refers only to the prints of last sales, which lacks the granularity of MBO or even MBP data.
2- "Market depth" refers to snapshots of price levels and depth at a fixed number of levels from the top. It's usually interchangeable with market-by-price ("MBP").
3- "L2" generally refers to MBP data, but is sometimes used to refer to MBO instead.
3- "L2" generally refers to MBP data, but is sometimes used to refer to MBO instead.
#LetsLearn
#MarketData sort
Very few number of stocks showing OI buildup after 11% rally in 6 days..
This suggests Table Tennis action in market going forward.
Fresh commitment missing at higher levels.
#MarketData sort
Very few number of stocks showing OI buildup after 11% rally in 6 days..
This suggests Table Tennis action in market going forward.
Fresh commitment missing at higher levels.
#LetsLearn
#MarketData sort
More number of stocks with Relative Strength against Index closed at a 10 day high vs very few at 10 day low with weakness.
This is momentum based market breadth scanner which is signalling ratio of 15:2.
Bullish
#MarketData sort
More number of stocks with Relative Strength against Index closed at a 10 day high vs very few at 10 day low with weakness.
This is momentum based market breadth scanner which is signalling ratio of 15:2.
Bullish
(1/2) #AlgorithmicTrading #AMA - We bring to you the most asked questions about #AlgoTrading. Nitesh Khandelwal (Co-founder and CEO, QuantInsti) answers them in the form of short narrative videos.
Check out the entire playlist here: bit.ly/AMAPLYT
Check out the entire playlist here: bit.ly/AMAPLYT
What is High-Frequency Trading, Low-Frequency Trading and Medium-Frequency Trading?
#HFT #LFT #MFT #AlgorithmicTrading #FAQs #AMA #question #answer #algotrading
#HFT #LFT #MFT #AlgorithmicTrading #FAQs #AMA #question #answer #algotrading
Where to get historical and real-time market data?
#Data #marketdata #AlgorithmicTrading #FAQs #AMA #question #answer #algotrading #traders #trading
#Data #marketdata #AlgorithmicTrading #FAQs #AMA #question #answer #algotrading #traders #trading
