Hey,
Looking at the 1-min intraday summary reports, we can see all the prices information (Trades & Bid/Ask Quotes) + volume (amount of shares being traded within the 1-min period).
We also need the Bid/Ask sizes for the closing prices (Close Ask Size & Close Bid Size) which are not exposed in the report.
Is there a way to expose this information in the intraday summary report?
Thanks