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