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

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    • NewestTrader
      NewestTrader last edited by

      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!

      1 Reply Last reply Reply Quote 0
      • B
        backtrader administrators last edited by

        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.

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