cme e-mini s&p500 time&sales - 期貨

By Sarah
at 2013-03-14T21:29
at 2013-03-14T21:29
Table of Contents
各位老手大家好
想請教一個問題就是我在看CME E-mini S&P500 time and sales的資料
連結在此http://tinyurl.com/dxstkwd
在價格數字後面會有AB的英文字母
看他網頁的解釋
Some prices are followed by an "A" after the price indicating an
offer/ask price which occurred at or below the previous last.
A "B" after the price indicates a bid which occurred at or above
the previous last.
不太懂的是成交價就成交價,為啥有賣價格比前一筆低就標a,買價格比前一筆高就b
並且他們的交易量都是0
看不太懂這個數據的意思,不知道有沒有前輩可以教導一下,感謝!
--
想請教一個問題就是我在看CME E-mini S&P500 time and sales的資料
連結在此http://tinyurl.com/dxstkwd
在價格數字後面會有AB的英文字母
看他網頁的解釋
Some prices are followed by an "A" after the price indicating an
offer/ask price which occurred at or below the previous last.
A "B" after the price indicates a bid which occurred at or above
the previous last.
不太懂的是成交價就成交價,為啥有賣價格比前一筆低就標a,買價格比前一筆高就b
並且他們的交易量都是0
看不太懂這個數據的意思,不知道有沒有前輩可以教導一下,感謝!
--
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