Comment on Quant - Flashback

denny commented on 12 Nov 2015, 02:21 PM

Hi Nithin,
its expeditious having the ceo himself speak u know, i like to think v are blessed or so ; )

what i want in time and sales data is the time a market order hit the market( a trade occurs) and the volume of tht particular trade and the bid and ask at(b4) the time the mkt order hit.( i understand several ticks may be covered in executing the mkt order due to order size and i am not very much interested in tht.)—-i want the data for index futures.

thank a lot.

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