July 10th, 2010, 1:40 pm
I would say that Stale made the point.O.I, volumes, bid-ask spreads ... or even the the value of the futures.As regards the storage for all that, a flat-file format satisfies.GTLeblanc, what is your subject under study behind the commodity future contract liquidity ?? édouard
Last edited by
tags on July 9th, 2010, 10:00 pm, edited 1 time in total.