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Why do markets frequently trade below the bid and above the offer?
I always wondered why at times the last trade in the YM sometimes trades one to two tics below the bid and other times one to two tics above the offer. I use Zen-fire and NT and it has never gone down on me btw. I tried CQG but it could never keep up on my end.
Can you help answer these questions from other members on NexusFi?
I wil try here to do an analysis and comparation on different data feeds and platforms to perfom studies involving bid/ask data, like comulative bid/ask difference or delta bars and footprint like.
Luke.
P.s. Is not a simple work, and take …
Short answer, Zen Fire is a feed that focuses on speed and latency for executions of trades, not on bid/ask accuracy.
