When using any tick by tick data stream based charting method (Second Bars, Volume Bars and Range Bars), the bid and ask data streams below may be created by NeuroShell Trader in addition to the standard Open, High, Low, Close and Volume.

Bid  The current bid price at the close of the bar.

Ask  The current ask price at the close of the bar.

Bid Size The number of shares offered for purchase at the current bid price at the close of the bar.

Ask Size The number of shares offered for sale at the current ask price at the close of the bar.

# Bid Trades The number of trades that occurred at the bid price during the last bar.

# Ask Trades The number of trades that occurred at the ask price during the last bar.

Bid Trade Volume The total volume of trades that occurred at the bid price during the last bar.

Ask Trade Volume The total volume of trades that occurred at the ask price during the last bar.

Avg Bid Trade Volume The average trade volume for trades that occurred at the bid price during the last bar.

Avg Ask Trade Volume The average trade volume for trades that occurred at the ask price during the last bar.

Note:

• The bid and ask statistics may not be available for every ticker symbol. Availability is dependent upon whether your data provider includes current bid/ask ticks in the tick by tick data stream for a given ticker symbol.
• Changes in bid price, ask price, bid size and ask size are streamed directly from the data provider as the bid and ask change. The last value of each of these when the bar completes is used by NeuroShell Trader as the Bid, Ask, Bid Size and Ask Size.
• The # Bid Trades, # Ask Trades, Bid Trade Volume and Ask Trade Volume are calculated by NeuroShell Trader as each tick comes in by comparing each incoming tick price to the current bid and ask price at the time the tick occurred and incrementing appropriately.
• The Bid Trade Volume and Ask Trade Volume are calculated by NeuroShell Trader at the end of each bar by simply dividing the # Bid Trades by the Bid Trade Volume and # Ask Trades by the Ask Trade Volume.
• IQFeed provides bid and ask prices in historical data, but not bid and ask sizes. However, both are available in real time streaming data. Therefore, NeuroShell will show zero when bid and ask sizes are inserted onto an IQFeed chart.