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Trade & quotes + millisecond

Trades & Quotes data provides all of the information that is needed to trade using most trading systems

Basic market data is known as level 1 market data, and includes the following information :

- Bid price: The highest price that a trader is willing to pay to buy a contract
- Bid size: The number of contracts that are available at the bid price
- Ask price: The lowest price that a trader is willing to accept to sell a contract
- Ask size: The number of contracts that are available at the ask price
- Last price: The price at which the most recent trade was completed
- Last size: The number of contracts that were traded in the most recent trade


Date Time Trade Volume Bid Bidsize Ask Asksize
02/08/2008 23:38:31.305 122.75 1




02/08/2008 23:38:31.305

122.703125 9 122.765625 1
02/08/2008 23:38:32.239

122.703125 9 122.765625 2

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