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Can Tick Stream Really Have More Than one Bid / Ask?



  • Hi,

    I have a general question regarding what I find in the OANDA v2.0 description:

    http://developer.oanda.com/rest-live-v20/pricing-df/#collapse_definition_1

    # 
        # The list of prices and liquidity available on the Instrument’s bid side.
        # It is possible for this list to be empty if there is no bid liquidity
        # currently available for the Instrument in the Account.
        # 
        bids : (Array[PriceBucket]),
    
        # 
        # The list of prices and liquidity available on the Instrument’s ask side.
        # It is possible for this list to be empty if there is no ask liquidity
        # currently available for the Instrument in the Account.
        # 
        asks : (Array[PriceBucket]),
    

    When I execute the referring curl example, sofar I only got one entry in this arrays back.

    My question is: Does it really happen to have more than one bid or more than one ask in this reply? Or was I mistaken because I was checking the responses during low trading times?

    Thanks in advance!


  • administrators

    At a single instant in time, there should only be one bid/ask pair. If we forget that there is a complete ladder of bid/ask prices, which are waiting to be first on the queue.