New answers tagged market-data
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using (var tf = TeaFile<Tick>.OpenWrite(filename))
creates and opens the file. the using directive and the brackets mean that at the cloing bracket the file is closed. so if you want to capture data from a provider you open the file oncy for the lifetime of the application and then all tf.Write for every tick.
Before the app closes you close the file ...
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You can use Thomson Reuters Tick History to get intraday data at 1 minute interval. However, you need to pay for that. Many university provide access to this database.
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Bonds are generally quoted in terms of Clean Price in the US market even though you would settle the transaction in terms of Dirty Price or the all-in price. This is because Clean Price does not include accrued interest on a daily basis which makes it relatively stable and static requiring infrequent updates or monitoring. The price change can then be neatly ...
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The quoting convention for almost all bonds is clean (without accrued) rather than dirty (with accrued, all-in).
Generally, bonds are quoted dirty in two cases:
1 A distressed bond that's expected to default (after default it trades on recovery)
2 In some foreign markets, it's just a market convention that all bonds are quoted dirty. (For example Brazil ...
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