NexusFi: Find Your Edge


Home Menu

 





Time and Sales - Level I - Level II - tick data


Discussion in Traders Hideout

Updated
      Top Posters
    1. looks_one cory with 1 posts (1 thanks)
    2. looks_two Quick Summary with 1 posts (0 thanks)
    3. looks_3 SMLMikXL with 1 posts (0 thanks)
    4. looks_4 trendisyourfriend with 1 posts (0 thanks)
    1. trending_up 9,384 views
    2. thumb_up 4 thanks given
    3. group 2 followers
    1. forum 4 posts
    2. attach_file 0 attachments




 
Search this Thread

Time and Sales - Level I - Level II - tick data

  #1 (permalink)
 
trendisyourfriend's Avatar
 trendisyourfriend 
Quebec Canada
Market Wizard
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG
Trading: ES, NQ, YM
Frequency: Daily
Duration: Minutes
Posts: 4,526 since Oct 2009
Thanks Given: 4,167
Thanks Received: 6,018

Can someone help me sort out these terms:
Time and Sales - Level I - Level II - tick data

To me, it all seems the same, ie, number of contracts traded at x price level at the bid or the ask.

I am a bit confused about the difference between each term.

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
ZombieSqueeze
Platforms and Indicators
NexusFi Journal Challenge - April 2024
Feedback and Announcements
Request for MACD with option to use different MAs for fa …
NinjaTrader
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Retail Trading As An Industry
58 thanks
Battlestations: Show us your trading desks!
55 thanks
NexusFi site changelog and issues/problem reporting
48 thanks
What percentage per day is possible? [Poll]
31 thanks
GFIs1 1 DAX trade per day journal
29 thanks

  #3 (permalink)
 
cory's Avatar
 cory 
virginia
 
Experience: Intermediate
Platform: ninja
Trading: NQ
Posts: 6,098 since Jun 2009
Thanks Given: 877
Thanks Received: 8,090


some definition here
Level 1 Definition

Reply With Quote
The following user says Thank You to cory for this post:
  #4 (permalink)
 
LukeGeniol's Avatar
 LukeGeniol 
Italy (IT) Italy
 
Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker: Rithmic
Trading: CL, Brent, GC, TF
Frequency: Daily
Duration: Minutes
Posts: 1,499 since Apr 2010
Thanks Given: 408
Thanks Received: 985

I added some wiki terms: tick, tick size, tick value, Time and Sales, Level 1 market data, Level 2 market data. etc..

Take your Pips, go out and Live.
Luke.
Reply With Quote
The following 3 users say Thank You to LukeGeniol for this post:
  #5 (permalink)
SMLMikXL
Toronto
 
Posts: 12 since Mar 2014
Thanks Given: 8
Thanks Received: 6

You might want to look into Level 3 as well. it has been out for quite some time, yet very hard to find.

Reply With Quote





Last Updated on August 28, 2014


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts